An interactive approach to stochastic programming-based portfolio optimization

Published 2014 View Full Article

Authors

Keywords

Portfolio optimization, Stochastic programming, Interactive weighted Tchebycheff procedure

Journal

ANNALS OF OPERATIONS RESEARCH

Volume 245, Issue 1-2, Pages 47-66

Publisher

Springer Nature

Online

2014-09-20

DOI

10.1007/s10479-014-1719-y

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