A multiple objective stochastic portfolio selection problem with random Beta (Q5246810): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/itor.12037 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2094352945 / rank | |||
Normal rank |
Revision as of 20:16, 19 March 2024
scientific article; zbMATH DE number 6428797
Language | Label | Description | Also known as |
---|---|---|---|
English | A multiple objective stochastic portfolio selection problem with random Beta |
scientific article; zbMATH DE number 6428797 |
Statements
A multiple objective stochastic portfolio selection problem with random Beta (English)
0 references
22 April 2015
0 references
portfolio selection
0 references
multiple objective stochastic programming
0 references
stochastic goal programming
0 references
beta
0 references
risk measures
0 references