Mostrando 2 resultados de: 2
Filtros aplicados
Subtipo de publicación
Article(2)
Área temáticas
Economía financiera(2)
Origen
scopus(2)
A fuzzy hybrid integrated framework for portfolio optimization in private banking
ArticleAbstract: Decision-making processes in private banking must comply with standards for risk management and tranPalabras claves:fuzzy sets, Investment analysis, Multiple attribute decision making, Multiple objective programming, OR in bankingAutores:de Almeida Filho A., Denis Borenstein, Ferreira L., Righi M.Fuentes:scopusA simulation comparison of risk measures for portfolio optimization
ArticleAbstract: In this paper, we compare risk measures regarding performance of optimal portfolio strategies. We coPalabras claves:Loss-deviation, Portfolio selection, Risk measures, SimulationAutores:Denis Borenstein, Righi M.Fuentes:scopus