"A combinatorial optimization approach to scenario filtering in portfolio ..."

Justo Puerto et al. (2022)

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DOI: 10.1016/J.COR.2022.105701

access: open

type: Journal Article

metadata version: 2022-05-13

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Justo Puerto, Federica Ricca, Moisés Rodríguez-Madrena, Andrea Scozzari:
A combinatorial optimization approach to scenario filtering in portfolio selection. Comput. Oper. Res. 142: 105701 (2022)

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