Portfolio Selection with Higher Moments A Polynomial Goal Programming Approach to ISE 30 Index


KEMALBAY G. , ÖZKUT C. M. , FRANKO C.

12th International Symposium on Econometrics, Operations Research and Statistics, Denizli, Turkey, 26 - 29 May 2011

  • Publication Type: Conference Paper / Summary Text
  • City: Denizli
  • Country: Turkey