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"A multiple objective stochastic portfolio selection problem with random Beta."

Fouad Ben Abdelaziz, Meryem Masmoudi (2014)

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DOI: 10.1111/ITOR.12037

access: closed

type: Journal Article

metadata version: 2020-07-09

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Fouad Ben Abdelaziz, Meryem Masmoudi:
A multiple objective stochastic portfolio selection problem with random Beta. Int. Trans. Oper. Res. 21(6): 919-933 (2014)

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