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 |
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