A multiple objective stochastic portfolio selection problem with random Beta
Fouad Ben Abdelaziz and Meryem Masmoudi
| Year of publication: |
2014
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|---|---|
| Authors: | Ben Abdelaziz, Fouad ; Masmoudi, Meryem |
| Published in: |
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS). - Oxford : Wiley, ISSN 0969-6016, ZDB-ID 1213721-2. - Vol. 21.2014, 6, p. 919-933
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| Subject: | protfolio selection | multiple objective stochastic programming | stochastic goal programmin | Beta | risk measures | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Betafaktor | Beta risk | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | CAPM | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010440687