An empirical study of chance-constrained portfolio selection model

Yingwei Han, Ping Li. An empirical study of chance-constrained portfolio selection model. In Vandana Ahuja, Yong Shi, Deepak Khazanchi, Naseem Abidi, Yingjie Tian, Daniel Berg, James M. Tien, editors, Proceedings of the 5th International Conference on Information Technology and Quantitative Management, ITQM 2017, Creating Knowledge and Wisdom via Big Data Analytics, December 8-10, 2017, New Delhi, India. Volume 122 of Procedia Computer Science, pages 1189-1195, Elsevier, 2017. [doi]

Authors

Yingwei Han

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Ping Li

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