Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model
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Publication:861159
DOI10.1016/j.amc.2006.04.028zbMath1120.91010OpenAlexW2093082638WikidataQ57608429 ScholiaQ57608429MaRDI QIDQ861159
J. Antomil-Lbias, Blanca Pérez-Gladish, Amelia Bilbao-Terol
Publication date: 9 January 2007
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2006.04.028
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