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Property / DOI: 10.1016/j.ejor.2015.01.025 / rank
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Latest revision as of 14:13, 9 December 2024

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Multi-objective portfolio optimization considering the dependence structure of asset returns
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    Multi-objective portfolio optimization considering the dependence structure of asset returns (English)
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    6 October 2016
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    metaheuristics
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    portfolio optimization
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    stable distribution
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    copula function
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    multi-objective particle swarm optimization
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