Two-Stage Robust Optimization Model for Uncertainty Investment Portfolio Problems
Investment portfolio can provide investors with a more robust financial management plan, but the uncertainty of its parameters is a key factor affecting performance. This paper conducts research on investment portfolios and constructs a two-stage mixed integer programming (TS-MIP) model, which compr...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2021/3087066 |
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