investigate the portfolio selection problem with interval objective function coefficients as a multiple objective problem including uncertainties. Robust efficient solutions, Pareto optimal for all possible perturbation of coefficients within given intervals, are secure and conservative solutions. U
โฆ LIBER โฆ
Portfolio Selection Problem with Minimax Type Risk Function
โ Scribed by K.L. Teo; X.Q. Yang
- Book ID
- 110295488
- Publisher
- Springer US
- Year
- 2001
- Tongue
- English
- Weight
- 122 KB
- Volume
- 101
- Category
- Article
- ISSN
- 0254-5330
No coin nor oath required. For personal study only.
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