Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation'' (Q1749530)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation'' |
scientific article |
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Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation'' (English)
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17 May 2018
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scenarios
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finance
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moment matching
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