Encompassing statistically unquantifiable randomness in goal programming : an application to portfolio selection
Mila Bravo, Dylan Jones, David Pla-Santamaria, Francisco Salas-Molina
| Year of publication: |
2022
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|---|---|
| Authors: | Bravo, Mila ; Jones, Dylan ; Pla-Santamaria, David ; Salas-Molina, Francisco |
| Published in: |
Operational research : an international journal. - Berlin : Springer, ISSN 1866-1505, ZDB-ID 2425760-6. - Vol. 22.2022, 5, p. 5685-5706
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| Subject: | Beliefs | Goal programming | Portfolio selection | power utility | Risk aversion | Uncertainty | Portfolio-Management | Theorie | Theory | Risikoaversion | Mathematische Optimierung | Mathematical programming | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12351-022-00713-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013445637