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"Comment on "An algorithm for moment-matching scenario generation with ..."
Juan Pablo Contreras, Paul Bosch, Mauricio Herrera (2018)
- Juan Pablo Contreras
, Paul Bosch, Mauricio Herrera
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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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