Multicriteria optimal control models for portfolio management

<?xml version="1.0" encoding="UTF-8"?><modsCollection xmlns="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-8.xsd">
<mods version="3.8">
<titleInfo>
<title>Multicriteria optimal control models for portfolio management</title>
</titleInfo>
<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080365776">
<namePart>Skulimowski, Andrzej M. J.</namePart>
<nameIdentifier>MAPA20080365776</nameIdentifier>
</name>
<name type="corporate" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080432331">
<namePart>EURO</namePart>
<nameIdentifier>MAPA20080432331</nameIdentifier>
</name>
<name type="corporate" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080443382">
<namePart>University of Liège</namePart>
<nameIdentifier>MAPA20080443382</nameIdentifier>
</name>
<name type="conference" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080484972">
<namePart>Mini Euro-Conference 4th 1994 Liège</namePart>
<nameIdentifier>MAPA20080484972</nameIdentifier>
</name>
<typeOfResource>text</typeOfResource>
<originInfo>
<place>
<placeTerm type="code" authority="marccountry">bel</placeTerm>
</place>
<issuance>monographic</issuance>
<place>
<placeTerm type="text">Liège</placeTerm>
</place>
<publisher>EURO</publisher>
<publisher>University of Liège</publisher>
<dateIssued>1994</dateIssued>
</originInfo>
<language>
<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
</language>
<physicalDescription>
<form authority="marcform">print</form>
<internetMediaType>application/pdf</internetMediaType>
<extent>1 p. 30 cm</extent>
</physicalDescription>
<abstract displayLabel="Summary">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 investments</abstract>
<note type="statement of responsibility">Andrzej M. J. Skulimowski</note>
<note>Donación de AGERS</note>
<note>Ponencia 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 Liège</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591182">
<topic>Gerencia de riesgos</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080567613">
<topic>Unión Europea</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080561864">
<topic>Conferencias</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080588434">
<topic>Toma de decisiones</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080613716">
<topic>Decisiones multicriterio</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080594619">
<topic>Análisis de procesos</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080584344">
<topic>Control de riesgos</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20170000693">
<topic>Documento AGERS</topic>
</subject>
<classification authority="">922.12</classification>
<recordInfo>
<recordContentSource authority="marcorg">MAP</recordContentSource>
<recordCreationDate encoding="marc">070924</recordCreationDate>
<recordChangeDate encoding="iso8601">20170112181123.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20089001514</recordIdentifier>
<languageOfCataloging>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</languageOfCataloging>
</recordInfo>
</mods>
</modsCollection>