Minimax rule for energy optimization (Q1648280): Difference between revisions

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+Sensitivity Analysis for Mean-Variance Portfolio Problems
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+Duality in Vector Optimization
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+Portfolio Optimization Under a Minimax Rule
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+Proper efficiency and the theory of vector maximization
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+A risk index model for multi-period uncertain portfolio selection
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
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