A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization
From MaRDI portal
Publication:4931919
DOI10.7494/dmms.2009.3.2.73zbMath1221.05161OpenAlexW941365356WikidataQ129534106 ScholiaQ129534106MaRDI QIDQ4931919
Publication date: 1 October 2010
Published in: Decision Making in Manufacturing and Services (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.7494/dmms.2009.3.2.73
mixed integer programmingvalue-at-riskreference point methoddynamic portfoliobi-objective optimization
Related Items (2)
Mean-variance-CVaR model of multiportfolio optimization via linear weighted sum method ⋮ Downside Risk Approach for Multi-Objective Portfolio Optimization
Uses Software
This page was built for publication: A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization