A Stochastic Convergence Model for Portfolio Selection
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DOI: 10.1287/opre.50.3.462.7738
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- Sujan Adhikari & Pawan Kumar Jha, Ph.D., 2016. "Applicability of Portfolio Theory in Nepali Stock Market," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 28(1), pages 65-92, April.
- Newman, Alexandra M. & Kuchta, Mark, 2007. "Using aggregation to optimize long-term production planning at an underground mine," European Journal of Operational Research, Elsevier, vol. 176(2), pages 1205-1218, January.
- Song, Haiqing & Huang, Huei-Chuen, 2008. "A successive convex approximation method for multistage workforce capacity planning problem with turnover," European Journal of Operational Research, Elsevier, vol. 188(1), pages 29-48, July.
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Keywords
Finance; Portfolio: stochastic optimization selection model; Programming; Stochastic: convergence model for portfolio selection; Finance; Investment: stochastic optimization for portfolio selection;All these keywords.
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