Xing Yu. Robust Portfolio Optimization with Options under VE Constraint using Monte Carlo. JCP, 8(6):1580-1586, 2013. [doi]
@article{Yu13-13,
title = {Robust Portfolio Optimization with Options under VE Constraint using Monte Carlo},
author = {Xing Yu},
year = {2013},
doi = {10.4304/jcp.8.6.1580-1586},
url = {http://dx.doi.org/10.4304/jcp.8.6.1580-1586},
researchr = {https://researchr.org/publication/Yu13-13},
cites = {0},
citedby = {0},
journal = {JCP},
volume = {8},
number = {6},
pages = {1580-1586},
}