Comment on "An algorithm for moment-matching scenario generation with application to financial portfolio optimization"

Juan Pablo Contreras, Paul Bosch, Mauricio Herrera. Comment on "An algorithm for moment-matching scenario generation with application to financial portfolio optimization". European Journal of Operational Research, 269(3):1180-1184, 2018. [doi]

Authors

Juan Pablo Contreras

This author has not been identified. Look up 'Juan Pablo Contreras' in Google

Paul Bosch

This author has not been identified. Look up 'Paul Bosch' in Google

Mauricio Herrera

This author has not been identified. Look up 'Mauricio Herrera' in Google