Equity portfolio construction and selection using multiobjective mathematical programming
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- repec:spr:annopr:v:256:y:2017:i:1:d:10.1007_s10479-015-2095-y is not listed on IDEAS
- repec:spr:annopr:v:245:y:2016:i:1:d:10.1007_s10479-014-1556-z is not listed on IDEAS
- Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Twenty years of linear programming based portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 518-535.
- Begoña Vitoriano & M. Ortuño & Gregorio Tirado & Javier Montero, 2011. "A multi-criteria optimization model for humanitarian aid distribution," Journal of Global Optimization, Springer, vol. 51(2), pages 189-208, October.
- repec:spr:annopr:v:245:y:2016:i:1:d:10.1007_s10479-014-1719-y is not listed on IDEAS
- Cacchiani, Valentina & D’Ambrosio, Claudia, 2017. "A branch-and-bound based heuristic algorithm for convex multi-objective MINLPs," European Journal of Operational Research, Elsevier, vol. 260(3), pages 920-933.
More about this item
KeywordsPortfolio optimization; Multiobjective mathematical programming; ε-Constraint method; Equities;
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