On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives
Year of publication: |
March 2017
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Authors: | Qi, Yue |
Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 25.2017, 1, p. 145-158
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Subject: | Multiple-objective optimization | Portfolio selection | Multiple-objective portfolio selection | Quadratic-linear curve | Theorie | Theory | Portfolio-Management | Mathematische Optimierung | Mathematical programming |
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