A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization (Q4931919)
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scientific article; zbMATH DE number 5794073
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization |
scientific article; zbMATH DE number 5794073 |
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A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization (English)
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1 October 2010
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dynamic portfolio
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mixed integer programming
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reference point method
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bi-objective optimization
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value-at-risk
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0.8781955
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0.8538698
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0.8479506
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0.8459623
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0.8427715
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