A preference ranking model based on both mean-variance analysis and cumulative distribution function using simulation

DOI10.1504/IJOR.2009.025199zbMath1169.90373OpenAlexW2162398461MaRDI QIDQ840601

Peng Shi, Ronald J. Wiltshire, Jamal R. M. Ameen, Khwazbeen Saida Fatah

Publication date: 13 September 2009

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

Full work available at URL: https://doi.org/10.1504/ijor.2009.025199

zbMATH Keywords

uncertaintydecision makingmodellingsimulationexpected utility theoryrisk aversioncumulative distribution functionpreference rankingfinancial investmentmean variance theorynon-negative lotteriesrisk-averse investors

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

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