Survey of multi-objective portfolio optimization by linear and mixed integer programming
Bartosz Sawik
| Year of publication: |
2013
|
|---|---|
| Authors: | Sawik, Bartosz |
| Published in: |
Applications of management science ; 16. - Bingley : Emerald, ISBN 978-1-78190-956-0. - 2013, p. 55-79
|
| Subject: | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010228993