Chiang Kao, Ralph E. Steuer. Value of information in portfolio selection, with a Taiwan stock market application illustration. European Journal of Operational Research, 253(2):418-427, 2016. [doi]
@article{KaoS16,
title = {Value of information in portfolio selection, with a Taiwan stock market application illustration},
author = {Chiang Kao and Ralph E. Steuer},
year = {2016},
doi = {10.1016/j.ejor.2016.02.011},
url = {http://dx.doi.org/10.1016/j.ejor.2016.02.011},
researchr = {https://researchr.org/publication/KaoS16},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {253},
number = {2},
pages = {418-427},
}