A SimILS-Based Methodology for a Portfolio Optimization Problem with Stochastic Returns

Laura Calvet, Renatas Kizys, Angel A. Juan, Jésica de Armas. A SimILS-Based Methodology for a Portfolio Optimization Problem with Stochastic Returns. In Raúl León, María Jesús Muñoz-Torres, Jose M. Moneva, editors, Modeling and Simulation in Engineering, Economics and Management - International Conference, MS 2016, Teruel, Spain, July 4-5, 2016, Proceedings. Volume 254 of Lecture Notes in Business Information Processing, pages 3-11, Springer, 2016. [doi]

Abstract

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