"Monte Carlo methods for mean-risk optimization and portfolio selection."

Huifu Xu, Dali Zhang (2012)

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DOI: 10.1007/S10287-010-0123-6

access: closed

type: Journal Article

metadata version: 2020-05-10

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Huifu Xu, Dali Zhang:
Monte Carlo methods for mean-risk optimization and portfolio selection. Comput. Manag. Sci. 9(1): 3-29 (2012)

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