SUB-ADDITIVE RECURSIVE "MATCHING" NOISE AND BIASES IN RISK-WEIGHTED INDEX CALCULATION METHODS IN INCOMPLETE MARKETS WITH PARTIALLY OBSERVABLE MULTI-ATTRIBUTE PREFERENCES

DOI10.1142/S1793830913500201zbMath1408.91242arXiv2005.01708OpenAlexW3122438878WikidataQ123250098 ScholiaQ123250098MaRDI QIDQ2864863

Michael Nwogugu

Publication date: 26 November 2013

Published in: Discrete Mathematics, Algorithms and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.01708

zbMATH Keywords

complexitydecision analysisevolutionary computationindex theoryrisk managementasset allocation

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Cites Work

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