Characterization of efficient points of acceptance sets

MaRDI QIDQ5048828zbMATH OpenFDO

Authors Marcel Marohn, Chr. Tammer

Publication date 16 November 2022

Full work available at URL http://yokohamapublishers.jp/online2/opaao/vol4/p79.html

zbMATH Keywords

efficiencyfinancial mathematicsregulationinvestmentscost minimizationacceptance setsweakly efficient pointsordering conesscalarization methodsfinancial positions

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Actuarial science and mathematical finance (91G99)

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Cited in

(1)

• Optimal payoffs for directionally closed acceptance sets

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