Selecting the best risk measure in multiobjective cash management

DOI10.1111/itor.12580OpenAlexW2886139075MaRDI QIDQ6088124

Francisco Salas-Molina

Publication date: 16 November 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/itor.12580

zbMATH Keywords

risk analysisgoal programmingdata-driven modelsmultidimensional finance

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (5)

Geometric compromise programming: application in portfolio selection ⋮ Portfolio selection: should investors include crypto‐assets? A multiobjective approach ⋮ Goal programming to evaluate the profile of the most profitable insurers: an application to the Spanish insurance industry ⋮ An analytic derivation of the efficient frontier in biobjective cash management and its implications for policies ⋮ Golden options in financial mathematics

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