Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Bartosz Sawik
| Year of publication: |
2016
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|---|---|
| Authors: | Sawik, Bartosz |
| Published in: |
International journal of logistics systems and management. - Olney : Inderscience, ISSN 1742-7967, ZDB-ID 2178795-5. - Vol. 25.2016, 1, p. 96-107
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| Subject: | multi-criteria decision making | portfolio optimisation | percentile risk measures | symmetric risk measures | weighting approach | mathematical programming | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Messung | Measurement | Risiko | Risk |
| 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/10011647331