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Portfolio selection problem with interval coefficients

200383 citationsJournal Article

Authors

M. Ida · Otsuka (Japan)

Topics & Keywords

Risk and Portfolio Optimization Optimization and Mathematical Programming Water resources management and optimization

Publication Details

Published in: Applied Mathematics Letters

Volume 16, Issue 5, pp. 709-713

DOI: 10.1016/s0893-9659(03)00071-5

Field-Weighted Citation Impact: 1.76

Portfolio selection problem with interval coefficients | Researchclopedia