Selected multiobjective methods for multiperiod portfolio optimization by mixed integer programming
Year of publication: |
2010
|
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Authors: | Sawik, Bartosz |
Published in: |
Applications in multi-criteria decision making, data envelopment analysis, and finance. - Bingley : Emerald, ISBN 978-0-85724-470-3. - 2010, p. 3-34
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Subject: | Portfolio-Management | Portfolio selection | Ganzzahlige Optimierung | Integer programming | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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