Combined forecasts in portfolio optimization: a generalized approach

DOI10.1016/j.cor.2010.09.008zbMath1251.91071OpenAlexW2094181350MaRDI QIDQ1762047

Ozden Ustun, Refail Kasimbeyli

Publication date: 15 November 2012

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2010.09.008

zbMATH Keywords

global optimizationportfolio optimizationmultiple objective programmingrisk managementconic scalarizationF-MSG algorithm

Mathematics Subject Classification ID

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