A robust optimization model for a decision-making problem : an application for stock market
Year of publication: |
2017
|
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Authors: | Ferrara, Massimiliano ; Rasouli, Sepideh ; Khademi, Mehrnoosh ; Salimi, Mehdi |
Published in: |
Operations research perspectives. - Amsterdam [u.a.] : Elsevier, ISSN 2214-7160, ZDB-ID 2821932-6. - Vol. 4.2017, p. 136-141
|
Subject: | Decision making | Robust LINMAP | Stock | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Aktienmarkt | Stock market | Entscheidung | Decision | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.orp.2017.10.001 [DOI] hdl:10419/178286 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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