Murat Köksalan, Ceren Tuncer Sakar. An interactive approach to stochastic programming-based portfolio optimization. Annals OR, 245(1-2):47-66, 2016. [doi]
@article{KoksalanS16,
title = {An interactive approach to stochastic programming-based portfolio optimization},
author = {Murat Köksalan and Ceren Tuncer Sakar},
year = {2016},
doi = {10.1007/s10479-014-1719-y},
url = {http://dx.doi.org/10.1007/s10479-014-1719-y},
researchr = {https://researchr.org/publication/KoksalanS16},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {245},
number = {1-2},
pages = {47-66},
}