Approximating exact expected utility via portfolio efficient frontiers
Alessandra Carleo, Francesco Cesarone, Andrea Gheno, Jacopo Maria Ricci
| Year of publication: |
2017
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|---|---|
| Authors: | Carleo, Alessandra ; Cesarone, Francesco ; Gheno, Andrea ; Ricci, Jacopo Maria |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 40.2017, 1/2, p. 115-143
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| Subject: | Portfolio optimization | Expected utility | Multiobjective optimization | Asset management | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-017-0201-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011997115