A multiple objective stochastic portfolio selection problem with random Beta (Q5246810): Difference between revisions

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+A portfolio optimization model with three objectives and discrete variables
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+Multi-objective stochastic programming for portfolio selection
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+An extension of Sharpe's single-index model: portfolio selection with expert betas
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+Why the variance?
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+Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
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+Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
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+Q5486100
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