Incomplete risk-preference information in portfolio decision analysis

DOI10.1016/j.ejor.2022.04.043OpenAlexW4228999033WikidataQ114670145 ScholiaQ114670145MaRDI QIDQ2079418

Juuso Liesiö, Nikolaos Argyris, Markku Kallio

Publication date: 29 September 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.04.043

zbMATH Keywords

decision support systemsstochastic dominanceportfolio decision analysismulti-objective programming/optimization

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Uses Software

• BENSOLVE

Cites Work

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