scientific article; zbMATH DE number 1462620

zbMATH Open0991.90117MaRDI QIDQ4486937FDOQ4486937

Authors: Silvia Vogel 

Publication date: 3 September 2002

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stabilitymultiobjective programmingMarkowitz modelprobabilistic constraintsestimated quantities

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10) Stochastic programming (90C15)

Cited In (3)

• Random approximations in multiobjective optimization
• Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization
• Multiple objectives satisficing under uncertainty

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