Using investment portfolio return to combine forecasts: A multiobjective approach
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Publication:5945201
DOI10.1016/S0377-2217(00)00241-1zbMath1017.91046OpenAlexW3125057762MaRDI QIDQ5945201
Mark T. Leung, Hazem Daouk, An-Sing Chen
Publication date: 29 January 2002
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(00)00241-1
investment analysisgoal programmingcombining forecastsmultiobjective decision analysistrading strategies
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