Comment on “An algorithm for moment-matching scenario generation with application to financial portfolio optimization”

Journal

European Journal of Operational Research

ISSN

0377-2217

Date Issued

2018

Author(s)

Juan Pablo Contreras

Type

Resource Types::text::journal::journal article

Scopus ID

2-s2.0-85042674959

WoS ID

WOS:000432768700027

DOI

URL

Subjects

scenarios

;

finance

;

moment matching