A chance-constrained portfolio selection model with random-rough variables
M. Tavana, R. Khanjani Shiraz, D. Di Caprio, Neural Computing and Applications 31 (2019) 931–945.
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Journal Article
| Published
| English
Author
Tavana, MadjidLibreCat;
Khanjani Shiraz, Rashed;
Di Caprio, Debora
Publishing Year
Journal Title
Neural Computing and Applications
Volume
31
Issue
S2
Page
931-945
LibreCat-ID
Cite this
Tavana M, Khanjani Shiraz R, Di Caprio D. A chance-constrained portfolio selection model with random-rough variables. Neural Computing and Applications. 2019;31(S2):931-945. doi:10.1007/s00521-017-3014-8
Tavana, M., Khanjani Shiraz, R., & Di Caprio, D. (2019). A chance-constrained portfolio selection model with random-rough variables. Neural Computing and Applications, 31(S2), 931–945. https://doi.org/10.1007/s00521-017-3014-8
@article{Tavana_Khanjani Shiraz_Di Caprio_2019, title={A chance-constrained portfolio selection model with random-rough variables}, volume={31}, DOI={10.1007/s00521-017-3014-8}, number={S2}, journal={Neural Computing and Applications}, publisher={Springer Science and Business Media LLC}, author={Tavana, Madjid and Khanjani Shiraz, Rashed and Di Caprio, Debora}, year={2019}, pages={931–945} }
Tavana, Madjid, Rashed Khanjani Shiraz, and Debora Di Caprio. “A Chance-Constrained Portfolio Selection Model with Random-Rough Variables.” Neural Computing and Applications 31, no. S2 (2019): 931–45. https://doi.org/10.1007/s00521-017-3014-8.
M. Tavana, R. Khanjani Shiraz, and D. Di Caprio, “A chance-constrained portfolio selection model with random-rough variables,” Neural Computing and Applications, vol. 31, no. S2, pp. 931–945, 2019, doi: 10.1007/s00521-017-3014-8.
Tavana, Madjid, et al. “A Chance-Constrained Portfolio Selection Model with Random-Rough Variables.” Neural Computing and Applications, vol. 31, no. S2, Springer Science and Business Media LLC, 2019, pp. 931–45, doi:10.1007/s00521-017-3014-8.
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