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A DC Approach for the Chance-Constrained Portfolio Optimization Problem

20260 citationsBook Chapter

Authors

Hoai An Le Thi · Institut Universitaire de France

Thi My Le Le · Laboratoire de Conception, Optimisation et Modélisation des Systèmes

Julien Wallart · Laboratoire de Conception, Optimisation et Modélisation des Systèmes

Hoai Minh Le · Laboratoire de Conception, Optimisation et Modélisation des Systèmes

Topics & Keywords

Risk and Portfolio Optimization Capital Investment and Risk Analysis Advanced Multi-Objective Optimization Algorithms

Publication Details

Published in: Lecture notes in networks and systems

DOI: 10.1007/978-3-032-08381-4_2

Field-Weighted Citation Impact: 0.00

A DC Approach for the Chance-Constrained Portfolio Optimization Problem | Researchclopedia