Multicriteria optimal control models for portfolio management

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<rdf:Description>
<dc:creator>Skulimowski, Andrzej M. J.</dc:creator>
<dc:creator>EURO</dc:creator>
<dc:creator>University of Liège</dc:creator>
<dc:creator>Mini Euro-Conference (4th: 1994: Liège)</dc:creator>
<dc:date>1994</dc:date>
<dc:description xml:lang="es">Donación de AGERS</dc:description>
<dc:description xml:lang="es">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</dc:description>
<dc:description xml:lang="es">Sumario: 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</dc:description>
<dc:format xml:lang="en">application/pdf</dc:format>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/100442.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>EURO</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Unión Europea</dc:subject>
<dc:subject xml:lang="es">Conferencias</dc:subject>
<dc:subject xml:lang="es">Toma de decisiones</dc:subject>
<dc:subject xml:lang="es">Decisiones multicriterio</dc:subject>
<dc:subject xml:lang="es">Análisis de procesos</dc:subject>
<dc:subject xml:lang="es">Control de riesgos</dc:subject>
<dc:subject xml:lang="es">Documento AGERS</dc:subject>
<dc:type xml:lang="es">Books</dc:type>
<dc:title xml:lang="es">Multicriteria optimal control models for portfolio management</dc:title>
<dc:format xml:lang="es">1 p. ; 30 cm</dc:format>
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