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"A Nested Simulation Optimization Approach for Portfolio Selection."

Yifan Lin, Enlu Zhou, Aly Megahed (2020)

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DOI: 10.1109/WSC48552.2020.9384023

access: closed

type: Conference or Workshop Paper

metadata version: 2021-04-09

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  dblp key:
  - conf/wsc/LinZM20
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  - https://dblp.org/rec/conf/wsc/LinZM20
Yifan Lin, Enlu Zhou, Aly Megahed:
A Nested Simulation Optimization Approach for Portfolio Selection. WSC 2020: 3093-3104

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