Using investment portfolio return to combine forecasts: A multiobjective approach
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Bibliographic InfoArticle provided by Elsevier in its journal European Journal of Operational Research.
Volume (Year): 134 (2001)
Issue (Month): 1 (October)
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- Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2013.
"Portfolio Selection with Skewness: A Comparison of Methods and a Generalized One Fund Result,"
2013-ECO-04, IESEG School of Management.
- Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2013. "Portfolio selection with skewness: A comparison of methods and a generalized one fund result," European Journal of Operational Research, Elsevier, vol. 230(2), pages 412-421.
- Pendaraki, K. & Zopounidis, C. & Doumpos, M., 2005. "On the construction of mutual fund portfolios: A multicriteria methodology and an application to the Greek market of equity mutual funds," European Journal of Operational Research, Elsevier, vol. 163(2), pages 462-481, June.
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