Indeterminacy in portfolio selection
Article Abstract:
A new decision functional that considers the indeterminacy as an increase of the risk from a portfolio is presented. Other methods of portfolio selection are also discussed.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
Italy, Venture Analysis, Decision-making, Decision making, Risk assessment
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
A minimax portfolio selection strategy with equilibrium
Article Abstract:
Linear programming methods to examine portfolio allocation in capital markets are presented.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
China, Science & research, Research, Linear programming, Usage, Capital market, Capital markets
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Analysis, Portfolio management
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