Controlling risk through diversification in portfolio selection with non-historical information
Year of publication: |
2018
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Authors: | Calvo, Clara ; Ivorra, C. ; Liern, Vicente |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 10, p. 1543-1548
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Subject: | Decision support systems | finance | investment | multi-objective | Portfolio-Management | Portfolio selection | Management-Informationssystem | Management information system | Risikomanagement | Risk management | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Diversifikation | Diversification | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
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