Centro de Documentacion de Fundación MAPFRE - Multicriteria optimal control models for portfolio management

Publication: Liège : EURO : University of Liège, 1994Physical description: 1 p. ; 30 cmNotes: Donación de AGERSPonencia persentada en "Risk management : 4ª mini Euro-conference : A meeting place for indutrias companies and universities", celebrada em Liège, 4 al 6 mayo de 1994, organizada por EURO y University of LiègeSumario: In this paper we propose a multicriteria optimal control model for the dynamic multi-stage portfolio optimization. The information available at each decision step is applied to simultaneously attain the maximal rate of return, minimal risk, and maximal investment flexibility by the appropiate selection of an optimal compromise regarding the investmentsMateria / lugar / evento: Gerencia de riesgos Unión Europea Conferencias Toma de decisiones Decisiones multicriterio Análisis de procesos Control de riesgos Documento AGERS Otros autores: EURO
University of Liège
Mini Euro-Conference (4th: 1994: Liège)
Other categories: 922.12