Diversified models for portfolio selection based on uncertain semivariance

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Publication:2974213


DOI10.1080/00207721.2016.1206985zbMath1411.91491MaRDI QIDQ2974213

Lin Chen, Isnaini Rosyida, Bo Zhang, Jin Peng

Publication date: 6 April 2017

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2016.1206985


90C59: Approximation methods and heuristics in mathematical programming

91G10: Portfolio theory


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