A two-stage stochastic mixed-integer program modelling and hybrid solution approach to portfolio selection problems - He, Fang; Qu, Rong (Information sciences, 2014)
Keywords: Branch-and-Bound; Computation; Hybrid algorithm; Local search; Markets; Mathematical models; Performance indices; Portfolio selection problems; Simplification; Stochastic programming; Stochasticity; Uncertainty; Local search; Portfolio selection problems; Hybrid algorithm; Branch-and-Bound; Stochastic programming