Multicriteria portfolio construction with Python

DOI10.1007/978-3-030-53743-2zbMath1503.91011OpenAlexW4210398141MaRDI QIDQ2154552

Elissaios Sarmas, Panos Xidonas, Haris Ch. Doukas

Publication date: 19 July 2022

Published in: Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-53743-2

zbMATH Keywords

asymmetric informationstopping timesrandom timesinformation delay

Mathematics Subject Classification ID

Decision theory (91B06) Multi-objective and goal programming (90C29) Management decision making, including multiple objectives (90B50) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

Related Items (1)

Multicriteria security evaluation: does it cost to be traditional?

Uses Software

• Matplotlib
• IPSSIS
• Python

Cites Work

• Python

This page was built for publication: Multicriteria portfolio construction with Python