Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
From MaRDI portal
Publication:1615963
DOI10.1007/s10479-017-2466-7zbMath1398.90157OpenAlexW2602972600MaRDI QIDQ1615963
Meryem Masmoudi, Fouad Ben Abdelaziz
Publication date: 31 October 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-017-2466-7
Multi-objective and goal programming (90C29) Stochastic programming (90C15) Portfolio theory (91G10)
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