Lexicographic and weighting approach to multi-criteria portfolio optimization by mixed integer programming
Year of publication: |
2009
|
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Authors: | Sawik, Bartosz |
Published in: |
Financial modeling applications and data envelopment applications. - Bingley : Emerald, ISBN 978-1-84855-878-6. - 2009, p. 3-18
|
Subject: | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Ganzzahlige Optimierung | Integer programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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