A fuzzy compromise programming approach for the...

Decision Science Letters 2013 / 1 Vol. 2; Iss. 1

A fuzzy compromise programming approach for the Black-Litterman portfolio selection model

Gharakhani, Mohsen, Sadjadi, Seyed Jafar
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Volume:
2
Language:
english
Journal:
Decision Science Letters
DOI:
10.5267/j.dsl.2012.12.001
Date:
January, 2013
File:
PDF, 348 KB
english, 2013
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