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Derivation of Efficient Portfolios

Ignacy Kaliszewski, Janusz Miroforidis and Dmitry Podkopaev
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Ignacy Kaliszewski: Polish Academy of Sciences
Janusz Miroforidis: Polish Academy of Sciences
Dmitry Podkopaev: Polish Academy of Sciences

Chapter Chapter 7 in Multiple Criteria Decision Making by Multiobjective Optimization, 2016, pp 51-59 from Springer

Abstract: Abstract Towards the end of his second audience with the King, Klapaucius inquired if perhaps Trurl were on the planet and gave a detailed description of his comrade.

Keywords: Efficient Portfolio; Variable Efficiency; Efficient Results; Single Criterion Optimization Problem; Weighted Tchebycheff Function (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-319-32756-3_7

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DOI: 10.1007/978-3-319-32756-3_7

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