Fractional programming model for portfolio with probability criterion

Wansheng Tang, Yanqing Wang, Jianfeng Liang. Fractional programming model for portfolio with probability criterion. In IEEE International Conference on Systems, Man and Cybernetics: Bridging the Digital Divide, Yasmine Hammamet, Tunisia, October 6-9, 2002. pages 4, IEEE, 2002. [doi]

@inproceedings{TangWL02,
  title = {Fractional programming model for portfolio with probability criterion},
  author = {Wansheng Tang and Yanqing Wang and Jianfeng Liang},
  year = {2002},
  doi = {10.1109/ICSMC.2002.1175641},
  url = {https://doi.org/10.1109/ICSMC.2002.1175641},
  researchr = {https://researchr.org/publication/TangWL02},
  cites = {0},
  citedby = {0},
  pages = {4},
  booktitle = {IEEE International Conference on Systems, Man and Cybernetics: Bridging the Digital Divide, Yasmine Hammamet, Tunisia, October 6-9, 2002},
  publisher = {IEEE},
  isbn = {0-7803-7437-1},
}