Robust goal programming for multi-objective portfolio selection problem
Year of publication: |
2013
|
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Authors: | Ghahtarani, Alireza ; Najafi, Amir Abbas |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 588-592
|
Subject: | Goal programming | Portfolio optimization | Robust optimization | Uncertainty parameters | Robust goal programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Experiment | Robustes Verfahren | Robust statistics |
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