"Efficient frontiers in portfolio optimisation with minimum proportion ..."

Tahani S. Alotaibi, Matthew J. Craven (2019)

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DOI: 10.1145/3319619.3321900

access: closed

type: Conference or Workshop Paper

metadata version: 2022-12-07

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Tahani S. Alotaibi, Matthew J. Craven:
Efficient frontiers in portfolio optimisation with minimum proportion constraints. GECCO (Companion) 2019: 358-359

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