Suchergebnisse - "multiple objective stochastic programming"

A multiple objective stochastic portfolio selection problem with random Beta: A multiple objective stochastic portfolio selection problem with random beta

Autoren: Fouad Ben Abdelaziz Meryem Masmoudi

Quelle: International Transactions in Operational Research. 21:919-933

Schlagwörter: Portfolio theory, 0211 other engineering and technologies, Stochastic programming, portfolio selection, beta, risk measures, 02 engineering and technology, Multi-objective and goal programming, multiple objective stochastic programming, stochastic goal programming

Dateibeschreibung: application/xml

Zugangs-URL: https://onlinelibrary.wiley.com/doi/full/10.1111/itor.12037
https://dblp.uni-trier.de/db/journals/itor/itor21.html#AbdelazizM14
http://onlinelibrary.wiley.com/doi/10.1111/itor.12037/full