Optimal multivariate financial decision making

DOI10.1016/J.EJOR.2022.09.017MaRDI QIDQ6107002zbMATH OpenFDO

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)

zbMATH Keywords

decision analysiscost-efficiencysystemic riskdiversificationmultivariate preferences

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cited in

(6)

• Optimal statistical decisions about some alternative financial models
• Multivariate decisions with unknown price vector
• New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
• Optimal strategies in linear multisector models: Value function and optimality conditions
• Systemic risk of optioned portfolio: controllability and optimization
• New decision-making techniques and their application in the selection of financial products

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