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Multicriteria optimal control models for portfolio management

Multicriteria optimal control models for portfolio management
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Registro MARC
Tag12Valor
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
1001 ‎$0‎MAPA20080365776‎$a‎Skulimowski, Andrzej M. J.
24510‎$a‎Multicriteria optimal control models for portfolio management‎$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
7102 ‎$0‎MAPA20080432331‎$a‎EURO
7102 ‎$0‎MAPA20080443382‎$a‎University of Liège
7112 ‎$0‎MAPA20080484972‎$a‎Mini Euro-Conference‎$n‎4th‎$d‎1994‎$c‎Liège
856  ‎$q‎application/pdf‎$w‎1033416‎$y‎Recurso electrónico / electronic resource