Goal programming models and their duality relations for use in evaluating security portfolio and regression relations (Q1278699)
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scientific article; zbMATH DE number 1253212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goal programming models and their duality relations for use in evaluating security portfolio and regression relations |
scientific article; zbMATH DE number 1253212 |
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Goal programming models and their duality relations for use in evaluating security portfolio and regression relations (English)
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22 February 1999
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duality
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risk
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goal programming
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portfolio planning
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least absolute value regressions
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