Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem
Article first published online: 2 APR 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 30, Issue 3, pages 240–257, May/June 2014
How to Cite
2014), Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem, Applied Stochastic Models in Business and Industry, 30, pages 227–239. DOI: 10.1002/asmb.1970and (
- Issue published online: 13 JUN 2014
- Article first published online: 2 APR 2013
- Manuscript Revised: 1 FEB 2013
- Manuscript Accepted: 1 FEB 2013
- Manuscript Received: 27 AUG 2012
- National Natural Science Foundation of China. Grant Number: 70971109
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