A more human-like portfolio optimization approach

DOI10.1016/j.ejor.2016.06.018zbMath1395.91421OpenAlexW2438948238MaRDI QIDQ1752192

Marcus Poggi, Thuener Silva, Placido Rogerio Pinheiro

Publication date: 24 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2016.06.018

zbMATH Keywords

decision support systemsportfolio optimizationasset allocationBlack-Littermanverbal decision analysis

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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