A goal programming model with satisfaction function for risk management and optimal portfolio diversification
Marco Maggis; Davide la Torre
| Year of publication: |
2012
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|---|---|
| Authors: | Maggis, Marco ; La Torre, Davide |
| Published in: |
INFOR : information systems and operational research. - Ottawa : INFOR Journal, ISSN 0315-5986, ZDB-ID 121260-6. - Vol. 50.2012, 3, p. 117-126
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| Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009748817