Multi-objective stochastic programming for portfolio selection
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Publication:857322
DOI10.1016/j.ejor.2005.10.021zbMath1102.90054OpenAlexW1991005468MaRDI QIDQ857322
Fouad Ben Abdelaziz, Rimeh El Fayedh, Belaïd Aouni
Publication date: 14 December 2006
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2005.10.021
goal programmingcompromise programmingportfolio selectionchance constrained programmingchance constrained compromise programming
Multi-objective and goal programming (90C29) Stochastic programming (90C15) Portfolio theory (91G10)
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