Portfolio selection : should investors include crypto-assets?: a multiobjective approach
Year of publication: |
2023
|
---|---|
Authors: | Youssef, Meriem ; Ben Naoua, Bouthaina ; Ben Abdelaziz, Fouad ; Chibane, Messaoud |
Published in: |
International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 30.2023, 5, p. 2620-2639
|
Subject: | bi-objective optimization | crypto-assets | diversification | goal programming | portfolio selection | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Anlageverhalten | Behavioural finance |
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