Using investment portfolio return to combine forecasts: A multiobjective approach

Mark T. Leung, Hazem Daouk, An-Sing Chen. Using investment portfolio return to combine forecasts: A multiobjective approach. European Journal of Operational Research, 134(1):84-102, 2001. [doi]

Authors

Mark T. Leung

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Hazem Daouk

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An-Sing Chen

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