Portfolio selection using the ADELAIS multiobjective linear programming system
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Publication:1389127
DOI10.1023/A:1008660309379zbMath0908.90024OpenAlexW1601122320MaRDI QIDQ1389127
I. Kamaratou, Dimitris K. Despotis, Constantin Zopounidis
Publication date: 18 March 1999
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008660309379
Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Linear programming (90C05) Portfolio theory (91G10)
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