Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs.
Marina LealDiego PonceJusto PuertoPublished in: Eur. J. Oper. Res. (2020)
Keyphrases
- decision makers
- portfolio selection
- transaction costs
- optimal portfolio
- decision making
- portfolio management
- financial markets
- expected utility
- robust optimization
- decision support system
- portfolio optimization
- group decision making
- decision process
- utility function
- decision problems
- making decisions
- business decisions
- stock exchange
- multiple objectives
- mathematical programming
- stock market
- dynamic programming
- multi objective
- association rules
- optimal solution