Single criterion vs. multi-criteria optimal stopping methods for portfolio management
Fouad Ben Abdelaziz, Ray Saadaoui & Meryem Masmoudi
| Year of publication: |
2018
|
|---|---|
| Authors: | Ben Abdelaziz, Fouad ; Mallek, Ray Saadaoui ; Masmoudi, Meryem |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 10, p. 1557-1567
|
| Subject: | Single criterion | multi-criteria | optimal stopping theory | portfolio management | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Suchtheorie | Search theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2018.1441638 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012228252