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"A SimILS-Based Methodology for a Portfolio Optimization Problem with ..."

Laura Calvet et al. (2016)

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DOI: 10.1007/978-3-319-40506-3_1

access: closed

type: Conference or Workshop Paper

metadata version: 2023-08-28

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  dblp key:
  - conf/mseem/CalvetKJA16
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Laura Calvet, Renatas Kizys, Angel A. Juan, Jésica de Armas:
A SimILS-Based Methodology for a Portfolio Optimization Problem with Stochastic Returns. MS 2016: 3-11

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