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On multiobjective optimization in portfolio management
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DOI：10.1016/j.amc.2004.06.115.png)
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摘要
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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. (c) 2004 Elsevier Inc. All rights reserved.
Keyword:
multiobjective optimization
Keeny-Raiffa and compromise methods
portfolio management
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