Scenario-based portfolio model for building robust and proactive strategies
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Publication:1754078
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Cites work
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Cited in
(11)- Spatial multi-attribute decision analysis: axiomatic foundations and incomplete preference information
- Portfolio decision analysis: recent developments and future prospects
- Identifying and visualizing a diverse set of plausible scenarios for strategic planning
- Decision programming for mixed-integer multi-stage optimization under uncertainty
- Incomplete risk-preference information in portfolio decision analysis
- Efficient allocation of resources to a portfolio of decision making units
- Portfolio diversification based on stochastic dominance under incomplete probability information
- Multi-asset scenario building for trend-following trading strategies
- scientific article; zbMATH DE number 5209874 (Why is no real title available?)
- A framework for expected capability sets
- Fifty years of portfolio optimization
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