Selecting portfolios given multiple Eurostoxx-based uncertainty scenarios : a stochastic goal programming approach from fuzzy betas
Enrique Ballestero; Blanca Pérez-Gladish, Mar Arenas-Parra and Amelia Bilbao-Terol
| Year of publication: |
2009
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| Authors: | Ballestero, Enrique ; Pérez-Gladish, Blanca ; Arenas-Parra, Mar ; Bilbao Terol, Amelia |
| Published in: |
INFOR : information systems and operational research. - Ottawa : INFOR Journal, ISSN 0315-5986, ZDB-ID 121260-6. - Vol. 47.2009, 1, p. 59-70
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| Subject: | Fuzzy-Set-Theorie | Fuzzy sets | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Stochastischer Prozess | Stochastic process | Betafaktor | Beta risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
| 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/10003959546