Multi-objective stochastic programming for portfolio selection
From MaRDI portal
Publication:857322
DOI10.1016/j.ejor.2005.10.021zbMath1102.90054MaRDI QIDQ857322
Belaïd Aouni, Fouad Ben Abdelaziz, Rimeh El Fayedh
Publication date: 14 December 2006
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2005.10.021
goal programming; compromise programming; portfolio selection; chance constrained programming; chance constrained compromise programming
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