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]
@article{LeungDC01,
title = {Using investment portfolio return to combine forecasts: A multiobjective approach},
author = {Mark T. Leung and Hazem Daouk and An-Sing Chen},
year = {2001},
doi = {10.1016/S0377-2217(00)00241-1},
url = {http://dx.doi.org/10.1016/S0377-2217(00)00241-1},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/LeungDC01},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {134},
number = {1},
pages = {84-102},
}