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Optimal privatization portfolios in the presence of arbitrary risk aversion.

George A. ChristodoulakisAbdulkadir MohamedNikolas Topaloglou
Published in: Eur. J. Oper. Res. (2018)
Keyphrases
  • risk aversion
  • risk neutral
  • utility function
  • risk averse
  • optimal solution
  • expected utility
  • worst case
  • genetic algorithm
  • dynamic programming
  • pareto optimal