Portfolio selection under possibilistic mean–variance...

Portfolio selection under possibilistic mean–variance utility and a SMO algorithm

Wei-Guo Zhang, Xi-Li Zhang, Wei-Lin Xiao
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Volume:
197
Year:
2009
Language:
english
Pages:
8
DOI:
10.1016/j.ejor.2008.07.011
File:
PDF, 230 KB
english, 2009
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