Robust multiobject optimization & applications in portfolio optimization
Jörg Fliege; Ralf Werner
| Year of publication: |
2014
|
|---|---|
| Authors: | Fliege, Jörg ; Werner, Ralf |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 422-433
|
| Subject: | Robustification | Uncertainty | Markowitz | Multiobjective | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Risiko | Risk | Operations Research | Operations research | Risikomaß | Risk measure | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010356739