Multicriteria asset allocation in practice
Year of publication: |
2022
|
---|---|
Authors: | Dächert, Kerstin ; Grindel, Ria ; Leoff, Elisabeth ; Mahnkopp, Jonas ; Schirra, Florian ; Wenzel, Jörg |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 1436-6304, ZDB-ID 1467029-X. - Vol. 44.2022, 2, p. 349-373
|
Subject: | Continuous optimization | Life insurance | Multi-objective optimization | Representation | Strategic asset allocation | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Lebensversicherung | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
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