On the effectiveness of scenario generation techniques in single-period portfolio optimization
Year of publication: |
2009
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Authors: | Guastaroba, Gianfranco ; Mansini, Renata ; Speranza, M.Grazia |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 192.2009, 2, p. 500-511
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