@article{Ehrgott04,
   author = {Matthias Ehrgott and Kathrin Klamroth and Christian Schwehm},
   title = {An {MCDM} approach to portfolio optimization},
   journal = {European Journal of Operational Research},
   volume = {155},
   number = {3},
   pages = {752--770},
   month = {June},
   year = {2004}
}

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