Properties of Optimal Stochastic Programming Solutions in Portfolio Optimization with Different Criteria and Planning Periods | AVESİS

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Properties of Optimal Stochastic Programming Solutions in Portfolio Optimization with Different Criteria and Planning Periods

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TUNCER ŞAKAR C., KÖKSALAN M. M.

INFORMS 2016 Annual Meeting, Nashville, United States Of America, 13 - 16 November 2016

Publication Type: Conference Paper / Summary Text
City: Nashville
Country: United States Of America
Hacettepe University Affiliated: Yes