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Statistical arbitrage portfolio construction based on preference relations.
Fredi Saric
Stjepan Begusic
Andro Mercep
Zvonko Kostanjcar
Published in:
Expert Syst. Appl. (2024)
Keyphrases
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preference relations
portfolio management
desirable properties
partial order
group decision making
multiple agents
graphical representation
pairwise comparisons
decision problems
multi attribute
choquet integral
pairwise comparison
low dimensional
utility function
stock price