Multiportfolio optimization : a fairness-aware target-oriented model
Xiaoqiang Cai, Daniel Zhuoyu Long, Gen Yu, Lianmin Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Cai, Xiaoqiang ; Long, Daniel Zhuoyu ; Yu, Gen ; Zhang, Lianmin |
| Published in: |
Manufacturing & service operations management : M & SOM. - Linthicum, Md. : Informs, ISSN 1526-5498, ZDB-ID 2023273-1. - Vol. 26.2024, 3, p. 952-971
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| Subject: | distributionally robust | financial service | market impact costs | multiportfolio | satisficing | Finanzdienstleistung | Financial services | Theorie | Theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/msom.2021.0363 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014536738