Multicriteria optimal control models for portfolio management
Objetos digitales
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000nam a22000004b 4500 | ||
| 001 | MAP20089001514 | ||
| 003 | MAP | ||
| 005 | 20170112181123.0 | ||
| 008 | 070924s1994 bel|||| ||||||eng d | ||
| 035 | $aMAP20070006306 | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a922.12 | ||
| 100 | 1 | $0MAPA20080365776$aSkulimowski, Andrzej M. J. | |
| 245 | 1 | 0 | $aMulticriteria optimal control models for portfolio management$cAndrzej M. J. Skulimowski |
| 260 | $aLiège$bEURO$bUniversity of Liège$c1994 | ||
| 300 | $a1 p.$c30 cm | ||
| 500 | $aDonación de AGERS | ||
| 500 | $aPonencia 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 | ||
| 520 | $aIn 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 | ||
| 650 | 1 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 1 | $0MAPA20080567613$aUnión Europea | |
| 650 | 1 | $0MAPA20080561864$aConferencias | |
| 650 | 1 | $0MAPA20080588434$aToma de decisiones | |
| 650 | 1 | $0MAPA20080613716$aDecisiones multicriterio | |
| 650 | 1 | $0MAPA20080594619$aAnálisis de procesos | |
| 650 | 1 | $0MAPA20080584344$aControl de riesgos | |
| 650 | $0MAPA20170000693$aDocumento AGERS | ||
| 710 | 2 | $0MAPA20080432331$aEURO | |
| 710 | 2 | $0MAPA20080443382$aUniversity of Liège | |
| 711 | 2 | $0MAPA20080484972$aMini Euro-Conference$n4th$d1994$cLiège | |
| 856 | $qapplication/pdf$w1033416$yRecurso electrónico / electronic resource |