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"First passage times in portfolio optimization: A novel nonparametric approach."

Gabriel Zsurkis, João Nicolau, Paulo M. M. Rodrigues (2024)

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DOI: 10.1016/J.EJOR.2023.07.044

access: open

type: Journal Article

metadata version: 2024-06-08

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  - journals/eor/ZsurkisNR24
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  - https://dblp.org/rec/journals/eor/ZsurkisNR24
Gabriel Zsurkis, João Nicolau, Paulo M. M. Rodrigues:
First passage times in portfolio optimization: A novel nonparametric approach. Eur. J. Oper. Res. 312(3): 1074-1085 (2024)

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