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]
@inproceedings{CalvetKJA16,
title = {A SimILS-Based Methodology for a Portfolio Optimization Problem with Stochastic Returns},
author = {Laura Calvet and Renatas Kizys and Angel A. Juan and Jésica de Armas},
year = {2016},
doi = {10.1007/978-3-319-40506-3_1},
url = {http://dx.doi.org/10.1007/978-3-319-40506-3_1},
researchr = {https://researchr.org/publication/CalvetKJA16},
cites = {0},
citedby = {0},
pages = {3-11},
booktitle = {Modeling and Simulation in Engineering, Economics and Management - International Conference, MS 2016, Teruel, Spain, July 4-5, 2016, Proceedings},
editor = {Raúl León and María Jesús Muñoz-Torres and Jose M. Moneva},
volume = {254},
series = {Lecture Notes in Business Information Processing},
publisher = {Springer},
isbn = {978-3-319-40505-6},
}