Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641)
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scientific article; zbMATH DE number 5148823
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| English | Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges |
scientific article; zbMATH DE number 5148823 |
Statements
Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (English)
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3 May 2007
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multi-criteria performance indices
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portfolio analysis
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simulation
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strict uncertainty
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0.7991383075714111
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0.7916252613067627
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0.7812938094139099
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0.7749125957489014
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0.7685660123825073
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