Robust multiobject optimization & applications in portfolio optimization
Year of publication: |
2014
|
---|---|
Authors: | Fliege, Jörg ; Werner, Ralf |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 422-433
|
Subject: | Robustification | Uncertainty | Markowitz | Multiobjective | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Risiko | Risk | Operations Research | Operations research | Risikomaß | Risk measure | Entscheidung unter Unsicherheit | Decision under uncertainty |
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