Characterization of efficient points of acceptance sets

zbMATH Open1498.90216MaRDI QIDQ5048828FDOQ5048828

Chr. Tammer, Marcel Marohn

Publication date: 16 November 2022

Full work available at URL: http://yokohamapublishers.jp/online2/opaao/vol4/p79.html

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zbMATH Keywords

efficiencyfinancial mathematicsregulationinvestmentscost minimizationacceptance setsweakly efficient pointsordering conesscalarization methodsfinancial positions

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Actuarial science and mathematical finance (91G99)

Cited In (1)

• Optimal payoffs for directionally closed acceptance sets

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