Optimisation of allocated portfolio using multi-objective stochastic programming
Mostafa Ekhtiari, Alireza Alinezhad and Abolfazl Kazemi
| Year of publication: |
2013
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|---|---|
| Authors: | Ekhtiari, Mostafa ; Alinezhad, Alireza ; Kazemi, Abolfazl |
| Published in: |
International journal of financial services management : IJFSM. - Olney, Bucks. : Inderscience Enterprises, ISSN 1460-6712, ZDB-ID 2193369-8. - Vol. 6.2013, 2, p. 155-169
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| Subject: | stochastic programming | multi-objective programming | priori methods | chance constrained goal attainment programming | portfolio optimisation | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Dynamische Optimierung | Dynamic programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010237997