A Nested Simulation Optimization Approach for Portfolio Selection

Document Details

Document Type
Pub Defense Publication
Publication Date
Dec 14, 2020
Source ID
10.1109/wsc48552.2020.9384023

Entities

People

  • Aly Megahed
  • Enlu Zhou
  • Yifan Lin

Organizations

  • Air Force Office of Scientific Research
  • National Science Foundation