A more human-like portfolio optimization approach
Thuener Silva, Plácido Rogério Pinheiro, Marcus Poggi
| Year of publication: |
1 January 2017
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|---|---|
| Authors: | Silva, Thuener ; Pinheiro, Plácido Rogério ; Poggi, Marcus |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 256.2017, 1 (1.1.), p. 252-260
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| Subject: | Decision support systems | Black-Litterman | Portfolio optimization | Asset allocation | Verbal Decision Analysis | Portfolio-Management | Portfolio selection | Management-Informationssystem | Management information system | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.06.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011611268