D4 Published development or research report or study

Multicriteria variant of Markowitz’s investment problem with Savage’s minimax risk criteria under uncertainty

Authors: Emelichev Vladimir, Korotkov Vladimir, Nikulin Yuri

Publisher: Turku Centre for Computer Science

Publication year: 2010

Journal: TUCS Publication Series

Number in series: 993

Issue: 993

ISSN: 1239-1891