A goal interval programming model and its application to portfolio selection (PJO) |
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Volume 2
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Number 2
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pp. 367-384
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A goal interval programming model and its application to portfolio selection |
Jiuping Xu and Jun Li |
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Key words |
Mathematices Subject Classification |
goal programming, interval number, order relation, possible deviation, portfolio selection, absolute deviation |
90C29, 65K05 |
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Copyright© 2011 Yokohama Publishers |
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