Portfolio selection problems consistent with given preference orderings
Year of publication: |
2013
|
---|---|
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 | Portfolio-Management | Portfolio selection | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Messung | Measurement | Anlageverhalten | Behavioural finance | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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