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Portfolio selection problem with interval coefficients - MaRDI portal

Portfolio selection problem with interval coefficients (Q1431868)

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scientific article; zbMATH DE number 2073730
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English
Portfolio selection problem with interval coefficients
scientific article; zbMATH DE number 2073730

    Statements

    Portfolio selection problem with interval coefficients (English)
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    11 June 2004
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    Portfolio selection
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    Mean-variance analysis
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    Multiple objective problem
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    Robust solution
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