Design an Optimal Blending Recipe via Scenario-based Chance-constrained Optimization

Author(s):  
Loren dela Rosa ◽  
Tsz Yuet Matthew Chow ◽  
Yu Yang
CFA Digest ◽  
2012 ◽  
Vol 42 (3) ◽  
pp. 148-150
Author(s):  
Gregory G. Gocek

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