OPTIMALITY CONDITIONS FOR PORTFOLIO OPTIMIZATION PROBLEMS WITH CONVEX DEVIATION MEASURES AS OBJECTIVE FUNCTIONS
نویسندگان
چکیده
منابع مشابه
Optimality conditions for portfolio optimization problems with convex deviation measures as objective functions
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ژورنال
عنوان ژورنال: Taiwanese Journal of Mathematics
سال: 2009
ISSN: 1027-5487
DOI: 10.11650/twjm/1500405353