Robust generalized Merton-type financial portfolio models with generalized utility (Q6148775): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Financial portfolio management through the goal programming model: current state-of-the-art / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set-valued analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrals of set-valued functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple Objective Linear Programming with Parametric Criteria Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exposition of a New Theory on the Measurement of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solution approaches for the multiobjective stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic dynamic multiobjective model for sustainable decision making / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributional efficiency in multiobjective stochastic linear programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic programming with fuzzy linear partial information on probability distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Multiple Objective Problems with Interval Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4821531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5832752 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multicriteria analysis in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applications of stochastic programming under incomplete information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5528344 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalizations of expected utility theories: A survey of recent proposals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Obtaining Nondominated Priority Vectors for Multiple Objective Decisionmaking Problems with Different Combinations of Cardinal and Ordinal Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partial Information, Dominance, and Potential Optimality in Multiattribute Utility Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4180077 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finding representative systems for discrete bicriterion optimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: An efficient, adaptive parameter variation scheme for metaheuristics based on the epsilon-constraint method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ordered Families of Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficiency Analysis for Multivariate Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Monge-Kantorovich metric on multimeasures and self-similar multimeasures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Iterated function systems on multifunctions and inverse problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3352844 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy expected utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Effective implementation of the \(\varepsilon \)-constraint method in multi-objective mathematical programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of Random Sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing with transaction costs using a Markov chain approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Dominance Decision Rules when the Attributes are Utility Independent / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decision Analysis with Incomplete Utility and Probability Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion in the Small and in the Large / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dominance Conditions for Multivariate Utility Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3351150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5844986 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Die Ermittlung effizienter Lösungen zur stochastischen linearen Optimierungsaufgabe / rank
 
Normal rank

Revision as of 12:30, 26 August 2024

scientific article; zbMATH DE number 7801429
Language Label Description Also known as
English
Robust generalized Merton-type financial portfolio models with generalized utility
scientific article; zbMATH DE number 7801429

    Statements

    Robust generalized Merton-type financial portfolio models with generalized utility (English)
    0 references
    0 references
    0 references
    8 February 2024
    0 references
    dynamic programming
    0 references
    multiple criteria decision making
    0 references
    Merton's portfolio model
    0 references
    set-valued utility
    0 references
    robust optimization
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references