Portfolio selection problems consistent with given preference orderings
Sergio Ortobelli Lozza; Haim Shalit; Frank J. Fabozzi
| Year of publication: |
2013
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|---|---|
| Authors: | Lozza, Sergio Ortobelli ; Shalit, Haim ; Fabozzi, Frank J. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 5, p. 1-38
|
| Subject: | Probability metrics | tracking-error measures | stochastic orderings | coherent measures | linearizable optimization problems | behavioral finance ordering | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Messung | Measurement | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Anlageverhalten | Behavioural finance |
| 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/10009783998