Unai Aldasoro, María Merino 0001, Gloria Pérez. Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic. Annals OR, 280(1-2):151-187, 2019. [doi]
@article{AldasoroMP19,
title = {Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic},
author = {Unai Aldasoro and María Merino 0001 and Gloria Pérez},
year = {2019},
doi = {10.1007/s10479-018-3032-7},
url = {https://doi.org/10.1007/s10479-018-3032-7},
researchr = {https://researchr.org/publication/AldasoroMP19},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {280},
number = {1-2},
pages = {151-187},
}