An interactive approach to stochastic programming-based portfolio optimization
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Cited in
(16)- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters
- Multiperiod portfolio investment using stochastic programming with conditional value at risk
- Robust multicriteria risk-averse stochastic programming models
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- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment
- A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model
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