Portfolio selection problem : a review of deterministic and stochastic multiple objective programming models
Meryem Masmoudi, Fouad Ben Abdelaziz
| Year of publication: |
August 2018
|
|---|---|
| Authors: | Masmoudi, Meryem ; Ben Abdelaziz, Fouad |
| Published in: |
Managerial multiple objective optimization. - New York, NY, USA : Springer. - 2018, p. 335-352
|
| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-017-2466-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897025