A new approach to portfolio selection based on forecasting
Author:
Publisher
Elsevier BV
Subject
Artificial Intelligence,Computer Science Applications,General Engineering
Reference31 articles.
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2. Holt-winters forecasting: An alternative formulation applied to UK air passenger data;Bermúdez;Journal of Applied Statistics,2007
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4. Multicriteria optimization;Ehrgott,2005
5. An MCDM approach to portfolio optimization;Ehrgott;European Journal of Operational Research,2004
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