Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
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Bibliographic InfoArticle provided by Elsevier in its journal European Journal of Operational Research.
Volume (Year): 98 (1997)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/eor
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"Efficiency of financial institutions: international survey and directions for future research,"
Finance and Economics Discussion Series
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- Kamal Smimou & Ruppa K. Thulasiram, 2010. "A simple parallel algorithm for large-scale portfolio problems," Journal of Risk Finance, Emerald Group Publishing, vol. 11(5), pages 481-495, November.
- Aouni, Belaid & Kettani, Ossama, 2001. "Goal programming model: A glorious history and a promising future," European Journal of Operational Research, Elsevier, vol. 133(2), pages 225-231, January.
- 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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