Decision Problem: Selection of a Variant Portfolio—The Continuous Case

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 6 in Multiple Criteria Decision Making by Multiobjective Optimization, 2016, pp 43-49 from Springer

Abstract: Abstract As in Chap. 5, also in this chapter we are concerned with problems in which variants are variant portfolios, i.e., collections of single variants. However, in contrast to problems considered in Chap. 5, here we admit that a single variant can be used for portfolio construction in any quantity. We refer to this situation, as already mentioned in Chap. 5, the continuous case.

Keywords: Variance Portfolio; Portfolio Construction; Diet Costs; Diet Problem; Maximizes Criterion 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_6

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DOI: 10.1007/978-3-319-32756-3_6

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