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

Bibliographic reference Nalpas, Nicolas ; Simar, Léopold ; Vanhems, Anne. Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm. In: European Journal of Operational Research, Vol. 263, no.1, p. 308-320 (2017)
Permanent URL http://hdl.handle.net/2078.1/187174