On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection
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Publication:2212284
DOI10.1007/s10479-018-3101-yzbMath1452.91290OpenAlexW2902180099MaRDI QIDQ2212284
Publication date: 20 November 2020
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-018-3101-y
efficient setnondominated setparaboloidanalytical derivationminimum-variance surfacemultiple criteria portfolio selection
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