Designing Portfolios of Financial Products via Integrated...

Operations Research 1999 / 04 Vol. 47; Iss. 2

Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models

Consiglio, Andrea, Zenios, Stavros A.
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Volume:
47
Language:
english
Journal:
Operations Research
DOI:
10.1287/opre.47.2.195
Date:
April, 1999
File:
PDF, 601 KB
english, 1999
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