Acceptability maximization (Q2170297)

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Acceptability maximization
scientific article

    Statements

    title
    Acceptability maximization (English)
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    author
    Gabriela Kováčová
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    Birgit Rudloff
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    Igor Cialenco
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    publication date
    30 August 2022
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    zbMATH Keywords
    acceptability index
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    acceptability maximization
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    optimal portfolio
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    gain-to-loss ratio
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    dynamic performance measures
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    tail-value-at-risk
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    set-valued Bellman principle
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    Identifiers

    DOI
    10.3934/fmf.2021009
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    Mathematics Subject Classification ID
    91G10
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    93E20
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    49L20
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    zbMATH DE Number
    7578225
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    OpenAlex ID
    W3118200057
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    arXiv ID
    2012.11972
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