Laura Calvet, Renatas Kizys, A. Juan, Jésica de Armas
{"title":"A SimILS-Based Methodology for a Portfolio Optimization Problem with Stochastic Returns","authors":"Laura Calvet, Renatas Kizys, A. Juan, Jésica de Armas","doi":"10.1007/978-3-319-40506-3_1","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":82053,"journal":{"name":"MS","volume":"17 1","pages":"3-11"},"PeriodicalIF":0.0000,"publicationDate":"2016-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"MS","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-3-319-40506-3_1","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}