Jianqiang Hu, Jun Tong, Tie Liu, Rongzeng Cao, Bo Yang. A two-level loan portfolio optimization problem. In Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010. pages 2614-2619, WSC, 2010. [doi]
@inproceedings{HuTLCY10,
title = {A two-level loan portfolio optimization problem},
author = {Jianqiang Hu and Jun Tong and Tie Liu and Rongzeng Cao and Bo Yang},
year = {2010},
doi = {10.1109/WSC.2010.5678957},
url = {http://dx.doi.org/10.1109/WSC.2010.5678957},
tags = {optimization},
researchr = {https://researchr.org/publication/HuTLCY10},
cites = {0},
citedby = {0},
pages = {2614-2619},
booktitle = {Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010},
publisher = {WSC},
}