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"On the effectiveness of scenario generation techniques in single-period ..."
Gianfranco Guastaroba, Renata Mansini, Maria Grazia Speranza (2009)
- Gianfranco Guastaroba, Renata Mansini, Maria Grazia Speranza:
On the effectiveness of scenario generation techniques in single-period portfolio optimization. Eur. J. Oper. Res. 192(2): 500-511 (2009)
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