Bi-criteria portfolio optimization models with percentile and symmetric risk measures by mathematical programming;Zaimplementowane metodami programowania matematycznego dwukryterialne modele optymalizacji portfelowej z percentylowymi oraz symetrycznymi miarami ryzyka

Przeglad Elektrotechniczny

Volumn 88, Issue 10 B, 2012, Pages 176-180

  Sawik, Bartosz ^a  

^a AGH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Poland)

Author keywords

Mathematical programming; Multi criteria decision making; Percentile and symmetric risk measures; Portfolio optimization; Weighting approach

Indexed keywords

EID: 84871029462     PISSN: 00332097     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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