Global Optimization for Bilevel Portfolio Design: Economic...

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Global Optimization for Bilevel Portfolio Design: Economic Insights from the Dow Jones Index

González-Díaz, Julio, González-Rodríguez, Brais, Leal, Marina, Puerto, Justo
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Journal:
Omega
DOI:
10.1016/j.omega.2020.102353
Date:
October, 2020
File:
PDF, 1.75 MB
2020
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