Stochastic programming models for dedicated portfolio selection
Author(s)
Shapiro, Jeremy F., 1939-; Von Loesecke, Peter S.
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Metadata
Show full item recordDescription
Includes bibliographical references (leaves 35-36).
Date issued
1986Publisher
Massachusetts Institute of Technology, Operations Research Center
Other identifiers
OR 148-86
Series/Report no.
Technical report (Massachusetts Institute of Technology. Operations Research Center) ; OR 148-86.