MAP20089001514Skulimowski, Andrzej M. J.Multicriteria optimal control models for portfolio management / Andrzej M. J. Skulimowski. — Liège : EURO : University of Liège, 19941 p. ; 30 cmDonación de AGERS. — 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 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 investments1. Gerencia de riesgos. 2. Unión Europea. 3. Conferencias. 4. Toma de decisiones. 5. Decisiones multicriterio. 6. Análisis de procesos. 7. Control de riesgos. 8. Documento AGERS. I. EURO. II. University of Liège. III. Mini Euro-Conference (4th: 1994: Liège). IV. Título.
