Robust multiobjective portfolio optimization: A minimax regret approach
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Cites work
- scientific article; zbMATH DE number 51430 (Why is no real title available?)
- scientific article; zbMATH DE number 3195782 (Why is no real title available?)
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Cited in
(30)- A robust ordered weighted averaging loss model for portfolio optimization
- The worst-case discounted regret portfolio optimization problem
- Recent advancements in robust optimization for investment management
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
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