A Bicriteria Approach Identifying Nondominated Portfolios - Pereira, Javier; Crawford, Broderick; Paredes, Fernando; Soto, Ricardo (Journal of Applied Mathematics, 2014)
Keywords: Algorithms; Analysis; Budgets; Computational efficiency; Construction; Dominance; Heuristic; Identification and classification; Integer programming; Investments; Mathematical models; Optimization; Portfolio management; Sorting