First Passage Times in Portfolio Optimization: A Novel Nonparametric Approach

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P-00Y-XNS
3
Author(s)
Document Type
Article
Year published
2024
Published
in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, ISSN: 0377-2217
Volume: 312, Issue: 3, Pages: 1074-1085 (12)
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Publication Identifiers
Scopus: 2-s2.0-85168485900
Wos: WOS:001084091600001
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ISSN: 0377-2217
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