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

zbMATH Keywords

time seriesportfolio optimizationutility theorymean-variance analysisdecision making under uncertainty

Mathematics Subject Classification ID

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)

Related Items

Modelling distributed decision-making in command and control using stochastic network synchronisation

Uses Software

• itsmr
• Portfolio Safeguard
• ITSM2000

Cites Work

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