Security analysis and portfolio management system : multi objective chance constrained programming approach
Year of publication: |
2009
|
---|---|
Authors: | Sharma, Hari P. ; Jana, R. K. ; Sharma, Dinesh K. |
Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 21.2009, 3, p. 6142-6156
|
Subject: | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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