Robust multi-period and multi-objective portfolio selection
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Publication:2031367
DOI10.3934/jimo.2019130zbMath1474.90310OpenAlexW2982372340MaRDI QIDQ2031367
Publication date: 9 June 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2019130
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Portfolio theory (91G10) Robustness in mathematical programming (90C17)
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Cites Work
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