Computational investigations evidencing multiple objectives in portfolio optimization
Year of publication: |
2003
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Authors: | Steuer, Ralph E. ; Qi, Yue |
Published in: |
Multi-objective programming and goal programming : theory and applications ; [proceedings of the Fifth International Conference on Multi-Objective Programming: Theory & Applications (MOPGP'02), held in Nara, Japan on June 4 - 7, 2002]. - Berlin : Springer, ISBN 3-540-00653-2. - 2003, p. 35-44
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Subject: | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory |
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