An interactive approach to stochastic programming-based portfolio optimization
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-014-1719-y.pdf
Reference47 articles.
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3. Aouni, B., Abdelaziz, F. B., & Martel, J.-M. (2005). Decision-maker’s preferences modeling in the stochastic goal programming. European Journal of Operational Research, 162, 610–618.
4. Balibek, E., & Köksalan, M. (2010). A multi-objective multi-period stochastic programming model for public debt management. European Journal of Operational Research, 205(1), 205–217.
5. Balibek, E., & Köksalan, M. (2012). A visual interactive approach for scenario-based stochastic multi-objective problems and an application. Journal of the Operational Research Society, 63(12), 1773–1787.
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