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  • Search: subject:"Multi-objective constrained portfolio optimization"
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Evolutionary algorithm 1 Evolutionary computations 1 Evolutionärer Algorithmus 1 Mathematical programming 1 Mathematische Optimierung 1 Multi-objective constrained portfolio optimization 1 Nichtparametrisches Verfahren 1 Nonparametric historical simulation 1 Nonparametric statistics 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 Simulation 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Value at risk 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Lwin, Khin T. 1 MacCarthy, Bart 1 Qu, Rong 1
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European journal of operational research : EJOR 1
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ECONIS (ZBW) 1
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Mean-VaR portfolio optimization : a nonparametric approach
Lwin, Khin T.; Qu, Rong; MacCarthy, Bart - In: European journal of operational research : EJOR 260 (2017) 2, pp. 751-766
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011699174
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