"A simheuristic algorithm for the portfolio optimization problem with ..."

Renatas Kizys et al. (2022)

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DOI: 10.1016/J.COR.2021.105631

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type: Journal Article

metadata version: 2024-02-05

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Renatas Kizys, Jana Doering, Angel A. Juan, Onur Polat, Laura Calvet, Javier Panadero:
A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances. Comput. Oper. Res. 139: 105631 (2022)

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