Multiobjective evolutionary algorithms for complex portfolio optimization problems
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Bibliographic InfoArticle provided by Springer in its journal Computational Management Science.
Volume (Year): 8 (2011)
Issue (Month): 3 (August)
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Web page: http://www.springerlink.com/link.asp?id=111894
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- Benati, Stefano & Rizzi, Romeo, 2007. "A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem," European Journal of Operational Research, Elsevier, vol. 176(1), pages 423-434, January.
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