Portfolio selection: A linear approach with dual expected utility.
Marisa CenciF. FilippiniPublished in: Appl. Math. Comput. (2006)
Keyphrases
- expected utility
- portfolio selection
- optimal portfolio
- utility function
- decision theoretic
- decision theory
- decision makers
- robust optimization
- pareto optimal
- portfolio optimization
- portfolio management
- financial markets
- influence diagrams
- belief functions
- multiple objectives
- optimal strategy
- multi objective
- neural network
- stock price
- mathematical programming
- artificial intelligence
- computational complexity
- belief state
- knowledge base