Equity portfolio construction and selection using multiobjective mathematical programming (Q975768)
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scientific article; zbMATH DE number 5719885
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Equity portfolio construction and selection using multiobjective mathematical programming |
scientific article; zbMATH DE number 5719885 |
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Equity portfolio construction and selection using multiobjective mathematical programming (English)
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11 June 2010
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portfolio optimization
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multiobjective mathematical programming
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\(\varepsilon \)-constraint method
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equities
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0.9177061319351196
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0.8118330836296082
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0.7747827172279358
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0.7721701264381409
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