Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty
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Publication:6547046
DOI10.1007/s10479-021-04372-xzbMATH Open1542.91361MaRDI QIDQ6547046
Davide La Torre, Matteo Rocca, Franklin Mendivil
Publication date: 30 May 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
portfolio optimizationincomplete informationstochastic dominanceportfolio efficiencyset-valued analysispartial uncertainty
Inequalities; stochastic orderings (60E15) Optimal stochastic control (93E20) Portfolio theory (91G10)
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