International portfolio choice and political instability risk: a multi-objective approach
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Publication:2514726
DOI10.1016/j.ejor.2013.01.024zbMath1304.91209OpenAlexW2043373999MaRDI QIDQ2514726
Publication date: 3 February 2015
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.01.024
international diversificationmean-variance theorycorruption-averseequity home biaspolitical instability risk
Multi-objective and goal programming (90C29) History, political science (91F10) Portfolio theory (91G10)
Related Items (5)
A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem ⋮ Operational risk: emerging markets, sectors and measurement ⋮ A two-phase algorithm for the multiparametric linear complementarity problem ⋮ Robust international portfolio optimization with worst-case mean-CVaR ⋮ Algorithms for generating Pareto fronts of multi-objective integer and mixed-integer programming problems
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