A stochastic linear goal programming approach to multistage portfolio management based on scenario generation via linear programming

Xiaodong Ji, Shushang Zhu, Shouyang Wang, Shuzhong Zhang

Research output: Contribution to journalArticlepeer-review

32 Scopus citations

Fingerprint

Dive into the research topics of 'A stochastic linear goal programming approach to multistage portfolio management based on scenario generation via linear programming'. Together they form a unique fingerprint.

Engineering & Materials Science