Multiobjective programming and multiattribute utility functions in portfolio optimization
Matthias Ehrgott and Chris Waters, Refail Kasimbeyli, Ozden Ustun
| Year of publication: |
2009
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|---|---|
| Authors: | Ehrgott, Matthias ; Waters, Chris ; Kasimbeyli, Refail ; Ustun, Ozden |
| Published in: |
INFOR : information systems and operational research. - Ottawa : INFOR Journal, ISSN 0315-5986, ZDB-ID 121260-6. - Vol. 47.2009, 1, p. 31-42
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| Subject: | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Nutzen | Utility |
| 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/10003959530