A multiobjective interval portfolio framework for supporting investor's preferences under different risk assumptions
Year of publication: |
2019
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Authors: | Henriques, Carla Oliveira ; Neves, Elisabete Duarte |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 70.2019, 10, p. 1639-1661
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Subject: | Portfolio theory | multiobjective interval linear portfolio problems | mean-absolute deviation-risk models | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
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