Approximating the optimum portfolio for an investor with particular preferences

DOI10.1057/PALGRAVE.JORS.2600587zbMath1140.91375OpenAlexW1995434201MaRDI QIDQ3157766

Enrique Ballestero

Publication date: 19 January 2005

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2600587

zbMATH Keywords

utilityportfolio selectionmulti-criteria analysis

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Utility theory (91B16)

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