An analytical derivation of the efficient surface in portfolio selection with three criteria
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Publication:2404339
DOI10.1007/s10479-015-1900-yzbMath1370.90252OpenAlexW565903286MaRDI QIDQ2404339
Yue Qi, Ralph E. Steuer, Maximilian Wimmer
Publication date: 18 September 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://epub.uni-regensburg.de/31825/1/preprint.pdf
multiple criteria optimizationparaboloids\(e\)-constraint methodefficient surfaceminimum-variance frontiertri-criterion portfolio selection
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