Robust multiobjective optimization & applications in portfolio optimization
Year of publication: |
2014
|
---|---|
Authors: | Fliege, Jörg ; Werner, Ralf |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 234.2014, 2, p. 422-433
|
Publisher: |
Elsevier |
Subject: | Robustification | Uncertainty | Markowitz | Multiobjective |
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