Optimal multivariate financial decision making
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Publication:6107002
DOI10.1016/J.EJOR.2022.09.017MaRDI QIDQ6107002FDOQ6107002
Authors: Carole Bernard, Luca De Gennaro Aquino, Steven Vanduffel 
Publication date: 3 July 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
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Cites Work
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Cited In (6)
- Systemic risk of optioned portfolio: controllability and optimization
- Optimal statistical decisions about some alternative financial models
- Optimal strategies in linear multisector models: Value function and optimality conditions
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
- New decision-making techniques and their application in the selection of financial products
- Multivariate decisions with unknown price vector
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