Direct data-based decision making under uncertainty
DOI10.1016/j.ejor.2017.11.021zbMath1403.91113OpenAlexW2770459800MaRDI QIDQ1754229
Michael Zabarankin, Bogdan Grechuk
Publication date: 30 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2381/40793
time seriesportfolio optimizationutility theorymean-variance analysisdecision making under uncertainty
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Decision theory (91B06) Economic time series analysis (91B84) Portfolio theory (91G10) General considerations in statistical decision theory (62C05)
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