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

researchr

You are not signed in
Sign in
Sign up

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]

This author has not been identified. Look up 'Laura Calvet' in GoogleThis author has not been identified. Look up 'Renatas Kizys' in GoogleThis author has not been identified. Look up 'Angel A. Juan' in GoogleThis author has not been identified. Look up 'Jésica de Armas' in Google

runs on WebDSL