• On Conditional Value-at-Risk B...

*Result*: On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure

Title:
On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure
Multiobjective programming and goal programming: theoretical results and practical applications
Authors:
Kaminski, B., Czupryna, M., Szapiro, T.
Source:
LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS. (618):243-252
Availability:
http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCCN071538007&indx=1&recIds=ETOCCN071538007
Database:
British Library Document Supply Centre Inside Serials & Conference Proceedings