An MCDM approach to portfolio optimization.
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Publication:1427599
DOI10.1016/S0377-2217(02)00881-0zbMath1043.91016OpenAlexW2027897515MaRDI QIDQ1427599
Matthias Ehrgott, Christian Schwehm, Kathrin Klamroth
Publication date: 14 March 2004
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(02)00881-0
Decision theory (91B06) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)
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