原创力文档☆A stochastic linear goal programming approach to multistage portfolio management based on scenario英文学习资料.pdfVIP
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IIE Transactions (2005) 37, 957–969
Copyright C “IIE”
ISSN: 0740-817X print / 1545-8830 online
DOI: 10.1080/07408170591008082
A stochastic linear goal programming approach to
multistage portfolio management based on scenario
generation via linear programming
1 2 3,∗ 4
XIAODONG JI , SHUSHANG ZHU , SHOUYANG WANG and SHUZHONG ZHANG
1 College of Mathematics and Information Science, Hebei Normal University, Shijiazhuang, Hebei 050016, China
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