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Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds.

Sebastian UtzMaximilian WimmerMarkus HirschbergerRalph E. Steuer
Published in: Eur. J. Oper. Res. (2014)
Keyphrases
  • portfolio optimization
  • optimization methods
  • cost function
  • portfolio selection
  • long term
  • ant colony optimization