A GA-simheuristic for the stochastic and multi-period portfolio optimisation problem with liabilities

Armando Nieto, Marti Serra, Angel A. Juan, Christopher Bayliss. A GA-simheuristic for the stochastic and multi-period portfolio optimisation problem with liabilities. J. Simulation, 17(5):632-645, September 2023. [doi]

Abstract

Abstract is missing.