Selected multiobjective methods for multiperiod portfolio optimization by mixed integer programming
Bartosz Sawik
| Year of publication: |
2010
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|---|---|
| Authors: | Sawik, Bartosz |
| Published in: |
Applications in multicriteria decision making, data envelopment analysis, and finance. - Bingley : Emerald, ISBN 978-0-85724-469-7. - 2010, p. 3-34
|
| Subject: | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Ganzzahlige Optimierung | Integer programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008808378