Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse
Year of publication: |
[2018]
|
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Authors: | Hasuike, Takashi ; Mehlawat, Mukesh Kumar |
Published in: |
Recent advances in optimization theory and applications. - New York, NY, USA : Springer. - 2018, p. 205-221
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Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Prognoseverfahren | Forecasting model | Risikoaversion | Risk aversion |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Konferenzbeitrag ; Conference paper |
Language: | English |
Other identifiers: | 10.1007/s10479-017-2458-7 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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