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On the effectiveness of scenario generation techniques in single-period portfolio optimization
Gianfranco Guastaroba, Renata Mansini, M. Grazia SperanzaVolume:
192
Year:
2009
Language:
english
Pages:
12
DOI:
10.1016/j.ejor.2007.09.042
File:
PDF, 644 KB
english, 2009