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
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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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