Equity portfolio construction and selection using multiobjective mathematical programming (Q975768): Difference between revisions

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Property / DOI: 10.1007/s10898-009-9465-4 / rank
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Property / describes a project that uses: GAMS / rank
 
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Property / describes a project that uses: ADELAIS / rank
 
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Latest revision as of 10:52, 10 December 2024

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Equity portfolio construction and selection using multiobjective mathematical programming
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    Equity portfolio construction and selection using multiobjective mathematical programming (English)
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    11 June 2010
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    portfolio optimization
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    multiobjective mathematical programming
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    \(\varepsilon \)-constraint method
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    equities
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