A ranking approach for robust portfolio decision analysis based on multilinear portfolio utility functions and incomplete preference information
Xinwei Zhang, Yong Yan, Lilin Wang, Yang Wang
| Year of publication: |
2024
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| Authors: | Zhang, Xinwei ; Yan, Yong ; Wang, Lilin ; Wang, Yang |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 1873-5274, ZDB-ID 1491111-5. - Vol. 122.2024, Art.-No. 102943, p. 1-12
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| Subject: | Decision support systems | Incomplete preference information | Multilinear portfolio utility functions | Portfolio decision analysis | Stochastic multi-attribute acceptability analysis | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Entscheidungstheorie | Decision theory | Management-Informationssystem | Management information system | Entscheidung | Decision | Präferenztheorie | Theory of preferences | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2023.102943 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532403