Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem

Published 2013 View Full Article

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Title
Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem
Authors
Keywords
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Journal
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
Volume 30, Issue 3, Pages 240-257
Publisher
Wiley
Online
2013-04-02
DOI
10.1002/asmb.1970
References
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