Monte Carlo methods for mean-risk optimization and portfolio selection

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Publication:373169

DOI10.1007/s10287-010-0123-6zbMath1273.91459OpenAlexW2046129952MaRDI QIDQ373169

Huifu Xu, Da-Li Zhang

Publication date: 21 October 2013

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/151699/1/risk-8-Mar-2010.pdf




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