On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284)

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On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection
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    On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (English)
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    20 November 2020
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    multiple criteria portfolio selection
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    analytical derivation
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    minimum-variance surface
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    nondominated set
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    efficient set
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    paraboloid
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