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171
Multi-criteria optimal stopping methods applied to the portfolio optimisation problem
Ben Abdelaziz, Fouad
;
Mallek, Ray Saadaoui
- In:
Managerial multiple objective optimization
,
(pp. 29-46)
.
2018
Persistent link: https://www.econbiz.de/10011896962
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172
Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay
;
Rudolf, Gábor
- In:
Operations research
66
(
2018
)
2
,
pp. 463-486
Persistent link: https://www.econbiz.de/10011845995
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173
Modeling asset allocation and liability composition for Indian banks
Viswanathan, P. K.
;
Ranganatham, M.
;
Balasubramanian, G.
- In:
Managerial finance
40
(
2014
)
7
,
pp. 700-723
Persistent link: https://www.econbiz.de/10010391092
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174
Optimum portfolio selection using a hybrid genetic algorithm and analytic hierarchy process
Solimanpur, Maghsoud
;
Mansourfar, Gholamreza
;
Ghayour, …
- In:
Studies in economics and finance
32
(
2015
)
3
,
pp. 379-394
Persistent link: https://www.econbiz.de/10011380927
Saved in:
175
Solving a comprehensive model for multiobjective project portfolio selection
Carazo, A. F.
;
Gómez, Trinidad
;
Molina, Julián
; …
- In:
Computers & operations research : and their …
37
(
2010
)
4
,
pp. 630-639
Persistent link: https://www.econbiz.de/10003944408
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176
A hybrid immune multiobjective optimization algorithm
Chen, Jianyong
;
Lin, Qiuzhen
;
Ji, Zhen
- In:
European journal of operational research : EJOR
204
(
2010
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10003947126
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177
Multi-attribute portfolio selection with genetic optimization algorithms
Yu, Lean
;
Wang, Shouyang
;
Lai, Kin Keung
- In:
INFOR : information systems and operational research
47
(
2009
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10003959506
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178
Multiobjective programming and multiattribute utility functions in portfolio optimization
Ehrgott, Matthias
;
Waters, Chris
;
Kasimbeyli, Refail
; …
- In:
INFOR : information systems and operational research
47
(
2009
)
1
,
pp. 31-42
Persistent link: https://www.econbiz.de/10003959530
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179
Selecting portfolios given multiple Eurostoxx-based uncertainty scenarios : a stochastic goal programming approach from fuzzy betas
Ballestero, Enrique
;
Pérez-Gladish, Blanca
; …
- In:
INFOR : information systems and operational research
47
(
2009
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10003959546
Saved in:
180
A multiobjective immune algorithm based on a multiple-affinity model
Hu, Zhi-hua
- In:
European journal of operational research : EJOR
202
(
2010
)
1
,
pp. 60-72
Persistent link: https://www.econbiz.de/10003960010
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