Portfolio optimization under partial uncertainty and incomplete information : a probability multimeasure-based approach
D. La Torre, F. Mendivil
| Year of publication: |
August 2018
|
|---|---|
| Authors: | La Torre, Davide ; Mendivil, Franklin |
| Published in: |
Managerial multiple objective optimization. - New York, NY, USA : Springer. - 2018, p. 267-279
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Unvollkommene Information | Incomplete information | Risiko | Risk | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-016-2298-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897021