Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models
Published Online:1 Apr 1999https://doi.org/10.1287/opre.47.2.195
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opre.47.2.195-sm.pdf (97 KB)
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Volume 47, Issue 2
March-April 1999
Pages 175-344
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- Published Online:April 01, 1999
© 1999 INFORMS
Cite as
Andrea Consiglio, Stavros A. Zenios, (1999) Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models. Operations Research 47(2):195-208.
https://doi.org/10.1287/opre.47.2.195
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