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A global optimization problem in portfolio selection

✍ Scribed by M. C. Bartholomew-Biggs; S. J. Kane

Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
249 KB
Volume
6
Category
Article
ISSN
1619-697X

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## Abstract Portfolio‐type problems arise in many decision‐making situations. In this paper, we consider these problems in the context of multiple criteria model that takes into account two types of criteria, which are used in decision maker's preferences: criteria of the first type are used to cha