Matthias Ehrgott, Chris Waters, Refail Kasimbeyli, Ozden Ustun. Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization. INFOR, 47(1):31-42, 2009. [doi]
@article{EhrgottWKU09,
title = {Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization},
author = {Matthias Ehrgott and Chris Waters and Refail Kasimbeyli and Ozden Ustun},
year = {2009},
doi = {10.3138/infor.47.1.31},
url = {http://dx.doi.org/10.3138/infor.47.1.31},
researchr = {https://researchr.org/publication/EhrgottWKU09},
cites = {0},
citedby = {0},
journal = {INFOR},
volume = {47},
number = {1},
pages = {31-42},
}