A Stochastic-Goal Mixed-Integer Programming approach for integrated stock and bond portfolio optimization
| Year of publication: |
2011
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|---|---|
| Authors: | Stoyan, Stephen J. ; Kwon, Roy H. |
| Published in: |
Computers & industrial engineering : CAIE ; an internat. journal. - Amsterdam [u.a.] : Elsevier, ISSN 0360-8352, ZDB-ID 1969936. - Vol. 61.2011, 4, p. 1285-1296
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