Multiple criteria linear programming model for portfolio selection

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Publication:1593560


DOI10.1023/A:1018980308807zbMath0961.91021MaRDI QIDQ1593560

Włodzimierz Ogryczak

Publication date: 17 January 2001

Published in: Annals of Operations Research (Search for Journal in Brave)


90C29: Multi-objective and goal programming

91G10: Portfolio theory


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