论文信息 - On multiobjective optimization in portfolio management

On multiobjective optimization in portfolio management

Several multiobjective optimization methods (MOB) are discussed. Two methods are modified and applied to portfolio management problem. A one parameter relation is derived for efficient portfolios. The second method gives ''several'' efficient portfolios.

E. Ahmed | Mahmoud El-Alem | E. Ahmed | M. El-Alem | Elsayed Ahmed

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