A1 Refereed original research article in a scientific journal

Post optimal analysis for Markowitz's multicriteria portfolio optimization problem

Authors: Vladimir Emelichev, Vladimir Korotkov, Yury Nikulin

Publication year: 2014

Journal: Journal of Multi-Criteria Decision Analysis

Volume: 21

Issue: 1-2

First page : 95

Last page: 100

DOI: https://doi.org/10.1002/mcda.1492