"Comment on "An algorithm for moment-matching scenario generation with ..."

Juan Pablo Contreras, Paul Bosch, Mauricio Herrera (2018)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2018.02.028

access: closed

type: Journal Article

metadata version: 2020-10-26

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/ContrerasBH18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/ContrerasBH18
Juan Pablo Contreras, Paul Bosch, Mauricio Herrera:
Comment on "An algorithm for moment-matching scenario generation with application to financial portfolio optimization". Eur. J. Oper. Res. 269(3): 1180-1184 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.