A Bicriteria Approach Identifying Nondominated Portfolios

We explore a portfolio constructive model, formulated in terms of satisfaction of a given set of technical requirements, with the minimum number of projects and minimum redundancy. An algorithm issued from robust portfolio modeling is adapted to a vector model, modifying the dominance condition as c...

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Bibliographic Details
Main Authors: Javier Pereira, Broderick Crawford, Fernando Paredes, Ricardo Soto
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/957108