Robust multiobjective portfolio optimization: A minimax regret approach
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Publication:1754045
DOI10.1016/j.ejor.2017.03.041zbMath1403.91326OpenAlexW2599614599MaRDI QIDQ1754045
Panos Xidonas, Christis Hassapis, Constantin Zopounidis, George Mavrotas
Publication date: 30 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.03.041
Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Financial applications of other theories (91G80) Portfolio theory (91G10)
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