First Passage Times in Portfolio Optimization: A Novel Nonparametric Approach

AuthID
P-00Y-XNS
3
Author(s)
Tipo de Documento
Article
Year published
2024
Publicado
in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, ISSN: 0377-2217
Volume: 312, Número: 3, Páginas: 1074-1085 (12)
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-85168485900
Wos: WOS:001084091600001
Source Identifiers
ISSN: 0377-2217
Export Publication Metadata
Info
At this moment we don't have any links to full text documens.