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Multicriteria asset allocation in practice

Dächert, Kerstin; Grindel, Ria; Leoff, Elisabeth; … - In: OR spectrum : quantitative approaches in management 44 (2022) 2, pp. 349-373

Persistent link: https://www.econbiz.de/10013277563

An algorithm for calculating the set of superhedging portfolios in markets with transaction costs

Löhne, Andreas; Rudloff, Birgit - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-33

Persistent link: https://www.econbiz.de/10010363905

Time consistency of the mean-risk problem

Kováčová, Gabriela; Rudloff, Birgit - In: Operations research 69 (2021) 4, pp. 1100-1117

Persistent link: https://www.econbiz.de/10012625134

Portfolio Selection Using Multi-Objective Optimisation

Agarwal, Saurabh - 2017

This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Empirical research is presented on the development of alternate portfolio models and their relative performance in the risk/return framework to provide solutions to multi-objective...