A novel hybrid model for portfolio selection
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Publication:2571969
DOI10.1016/j.amc.2004.10.080zbMath1151.91530OpenAlexW2089073668MaRDI QIDQ2571969
Chorng-Shyong Ong, Gwo-Hshiung Tzeng, Jih-Jeng Huang
Publication date: 14 November 2005
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: http://ntur.lib.ntu.edu.tw//handle/246246/84970
Portfolio selectionGrey modelMean-variance approachMulti-objective evolution algorithms (MOEA)Possibilistic regression model
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