Analysis of risk measures in multiobjective optimization portfolios with cardinality constraint
Rodrigo T.N. Cardoso, Bruno Cândido Barroso, Mariana dos Santos de Oliveira, Felipe Dias Paiva
| Alternative title: | Análise de risco em otimização multiobjetivo de carteiras com restrição de cardinalidade |
|---|---|
| Year of publication: |
2019
|
| Authors: | Cardoso, Rodrigo T. N. ; Barroso, Bruno Cândido ; Oliveira, Mariana dos Santos de ; Paiva, Felipe Dias |
| Subject: | Risk measures | Cardinality constraint | Portfolio optimization | Multiobjective optimization | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Risiko | Risk | Messung | Measurement |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/rbfin.v17n3.2019.78130 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012221265