On multiobjective combinatorial optimization and dynamic interim jedging of efficient portfolios
Year of publication: |
2014
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Authors: | Dash, Gordon H. ; Kajiji, Nina |
Published in: |
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS). - Oxford : Wiley, ISSN 0969-6016, ZDB-ID 1213721-2. - Vol. 21.2014, 6, p. 899-918
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Subject: | dynamic portfolio hedging | mixed-integer nonlinear goal programming | separable programming minimum variance hedge ratio | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Hedging | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
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