A mixed 0–1 LP for index tracking problem with CVaR risk constraints - Concepedia

Concepedia

Publication | Closed Access

A mixed 0–1 LP for index tracking problem with CVaR risk constraints

43

Citations

16

References

2011

Year

Meihua Wang, Chengxian Xu, Fengmin Xu

Annals of Operations Research

Mixed 0–1StatisticsCvar Risk ConstraintsTracking System

References

	Year	Citations

Page 1