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Journal: Mathematics, 2024
Volume: 12
Number: 3946

Article: Analytical Shortcuts to Multiple-Objective Portfolio Optimization: Investigating the Non-Negativeness of Portfolio Weight Vectors of Equality-Constraint-Only Models and Implications for Capital Asset Pricing Models
Authors: by Yue Qi, Yue Wang, Jianing Huang and Yushu Zhang
Link: https://www.mdpi.com/2227-7390/12/24/3946

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