A multiple objective stochastic portfolio selection problem with random Beta (Q5246810)
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scientific article; zbMATH DE number 6428797
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multiple objective stochastic portfolio selection problem with random Beta |
scientific article; zbMATH DE number 6428797 |
Statements
A multiple objective stochastic portfolio selection problem with random Beta (English)
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22 April 2015
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portfolio selection
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multiple objective stochastic programming
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stochastic goal programming
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beta
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risk measures
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