Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/SteuerQH07
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2007
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Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection.
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297-317
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Multiple criteria portfolio selection; Multi-attribute portfolio selection; Stochastic objectives; Suitable-portfolio investors; Market portfolio; Nondominated surfaces; Nondominated frontier sensitivity
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Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection.
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152
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