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"Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH ..."

Nicolas Nalpas, Léopold Simar, Anne Vanhems (2017)

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DOI: 10.1016/J.EJOR.2017.05.024

access: closed

type: Journal Article

metadata version: 2020-02-21

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Nicolas Nalpas, Léopold Simar, Anne Vanhems:
Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm. Eur. J. Oper. Res. 263(1): 308-320 (2017)

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