A meta-goal programming model for asset allocation of mutual funds under the mean absolute deviation
Year of publication: |
2012
|
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Authors: | Lawrence, Kenneth D. ; Pai, Dinesh R. ; Lawrence, Sheila M. |
Published in: |
Applications of management science ; 15. - Bingley : Emerald, ISBN 1-78052-100-6. - 2012, p. 307-313
|
Subject: | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
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