Goal programming models and their duality relations for use in evaluating security portfolio and regression relations (Q1278699)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goal programming models and their duality relations for use in evaluating security portfolio and regression relations |
scientific article |
Statements
Goal programming models and their duality relations for use in evaluating security portfolio and regression relations (English)
0 references
22 February 1999
0 references
duality
0 references
risk
0 references
goal programming
0 references
portfolio planning
0 references
least absolute value regressions
0 references
0 references
0 references
