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Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints
Chen, Yu-wang; Poon, Ser-Huang; Yang, Jian-bo; Xu, Dong-ling - In: European journal of operational research : EJOR 223 (2012) 3, pp. 775-784
Persistent link: https://www.econbiz.de/10009656136
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Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints
Chen, Yu-Wang; Poon, Ser-Huang; Yang, Jian-Bo; Xu, Dong-Ling - In: European journal of operational research : EJOR 223 (2012) 3, pp. 775-785
Persistent link: https://www.econbiz.de/10010023404
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On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
Navratil, Robert; Taylor, Stephen; Večeř, Jan - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1215-1229
Persistent link: https://www.econbiz.de/10013363847