# Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables

> Research article (INFORMS journal on computing, 2018) · cited 15× · AI/ML

**Wikidata**: [openalex:W2606727863](https://www.wikidata.org/wiki/openalex:W2606727863)  
**Source**: https://4ort.xyz/entity/scenario-generation-for-single-period-portfolio-selection-problems-with-tail-risk-measures-coping-with-high-dimensions-a