"A copula-based scenario tree generation algorithm for multiperiod ..."

Zhe Yan et al. (2020)

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DOI: 10.1007/S10479-019-03147-9

access: closed

type: Journal Article

metadata version: 2022-07-28

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  - https://dblp.org/rec/journals/anor/YanCCLJ20
Zhe Yan, Zhiping Chen, Giorgio Consigli, Jia Liu, Ming Jin:
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. Ann. Oper. Res. 292(2): 849-881 (2020)

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