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Optimal portfolios using linear programming models

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Publication:4681715
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DOI10.1057/palgrave.jors.2601765zbMath1070.90073OpenAlexW2044496787MaRDI QIDQ4681715

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Publication date: 24 June 2005

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601765


zbMATH Keywords

linear programminginvestment analysisrisk analysisfinance


Mathematics Subject Classification ID

Linear programming (90C05)


Related Items (7)

Fuzzy multi-period portfolio selection with different investment horizons ⋮ Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach ⋮ Fuzzy portfolio optimization under downside risk measures ⋮ A computational intelligence method for solving a class of portfolio optimization problems ⋮ A robust mean absolute deviation model for portfolio optimization ⋮ Linear programming and its application techniques in optimizing portfolio selection of a firm ⋮ Two nonparametric approaches to mean absolute deviation portfolio selection model







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