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In this paper,we investigate the bicriteria portfolio optimization problem under the l∞ risk measure allowing short selling.
Bicriteria Portfolio Optimization Problem under the Minimax Rule
【摘 要】
：
In this paper,we investigate the bicriteria portfolio optimization problem under the l∞ risk measure allowing short selling.
【机 构】
：
HangSengManagementCollege
【出 处】
：
The 6th International Conference on Optimization and Control
【发表日期】
：
2015年12期
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