A stochastic programming approach to multicriteria portfolio optimization (Q377738)
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scientific article; zbMATH DE number 6223477
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| English | A stochastic programming approach to multicriteria portfolio optimization |
scientific article; zbMATH DE number 6223477 |
Statements
A stochastic programming approach to multicriteria portfolio optimization (English)
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7 November 2013
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portfolio optimization
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stochastic programming
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market efficiency
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multicriteria
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liquidity
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conditional value at risk
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0.8608524799346924
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0.7907534837722778
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0.7902520298957825
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0.7780662178993225
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0.7721542119979858
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