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"Multi-objective portfolio optimization considering the dependence ..."

Sadra Babaei, Mohammad Mehdi Sepehri, Edris Babaei (2015)

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DOI: 10.1016/J.EJOR.2015.01.025

access: closed

type: Journal Article

metadata version: 2020-02-21

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Sadra Babaei, Mohammad Mehdi Sepehri, Edris Babaei:
Multi-objective portfolio optimization considering the dependence structure of asset returns. Eur. J. Oper. Res. 244(2): 525-539 (2015)

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