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Publication:2991480
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zbMATH Open1349.91260MaRDI QIDQ2991480

Tengfei Wan, Zhen Lei, Tianshan Yang, Zengxin Wei

Publication date: 10 August 2016



Title of this publication is not available (Why is that?)


zbMATH Keywords

multi-objective modelmulti-objective particle swarm optimizationinvestment portfolio


Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)



Related Items (3)

Title not available (Why is that?) ⋮ Mean-variance-CVaR model of multiportfolio optimization via linear weighted sum method ⋮ Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models






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