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"Comment on "An algorithm for moment-matching scenario generation with ..."

Juan Pablo Contreras, Paul Bosch, Mauricio Herrera (2018)

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DOI: 10.1016/J.EJOR.2018.02.028

access: closed

type: Journal Article

metadata version: 2020-10-26

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Juan Pablo Contreras, Paul Bosch, Mauricio Herrera:
Comment on "An algorithm for moment-matching scenario generation with application to financial portfolio optimization". Eur. J. Oper. Res. 269(3): 1180-1184 (2018)

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