A goal programming model with satisfaction function for risk management and optimal portfolio diversification
Year of publication: |
2012
|
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Authors: | Maggis, Marco ; La Torre, Davide |
Published in: |
INFOR : information systems and operational research. - Ottawa : INFOR Journal, ISSN 0315-5986, ZDB-ID 121260-6. - Vol. 50.2012, 3, p. 117-126
|
Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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