Equity portfolio construction and selection using multiobjective mathematical programming
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Cites work
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Cited in
(16)- An empirical study of multi-objective algorithms for stock ranking
- New mathematical model for the bi-objective inventory routing problem with a step cost function: a multi-objective particle swarm optimization solution approach
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- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice
- A branch-and-bound based heuristic algorithm for convex multi-objective MINLPs
- Portfolio construction on the Athens stock exchange: a multiobjective optimization approach
- Multiple criteria decision aiding for finance: an updated bibliographic survey
- A hybrid patch decomposition approach to compute an enclosure for multi-objective mixed-integer convex optimization problems
- A multi-criteria optimization model for humanitarian aid distribution
- Portfolio management within the frame of multiobjective mathematical programming: a categorised bibliographic study
- An interactive approach to stochastic programming-based portfolio optimization
- Multiobjective project portfolio selection with fuzzy constraints
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance
- Solving multiobjective mixed integer convex optimization problems
- Twenty years of linear programming based portfolio optimization
- On the exactness of the \(\varepsilon\)-constraint method for biobjective nonlinear integer programming
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