Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges |
scientific article; zbMATH DE number 5148823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges |
scientific article; zbMATH DE number 5148823 |
Statements
Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (English)
0 references
3 May 2007
0 references
multi-criteria performance indices
0 references
portfolio analysis
0 references
simulation
0 references
strict uncertainty
0 references
0 references
0 references