Panos Parpas, Berç Rustem. Global Optimization of the Scenario Generation and Portfolio Selection Problems. In Marina L. Gavrilova, Osvaldo Gervasi, Vipin Kumar, Chih Jeng Kenneth Tan, David Taniar, Antonio Laganà , Youngsong Mun, Hyunseung Choo, editors, Computational Science and Its Applications - ICCSA 2006, International Conference, Glasgow, UK, May 8-11, 2006, Proceedings, Part III. Volume 3982 of Lecture Notes in Computer Science, pages 908-917, Springer, 2006. [doi]
Abstract is missing.