A mixed 0–1 LP for index tracking problem with CVaR risk constraints

✍ Scribed by Meihua Wang, Chengxian Xu, Fengmin Xu, Hongang Xue

• Book ID: 111985156
• Publisher: Springer US
• Year: 2011
• Tongue: English
• Weight: 625 KB
• Volume: 196
• Category: Article
• ISSN: 0254-5330
• DOI: 10.1007/s10479-011-1042-9