A more human-like portfolio optimization approach
type: Item
instance of: scholarly article
title: A more human-like portfolio optimization approach
zbMATH Open document ID: 1395.91421
author: Thuener Silva
author: Marcus Poggi
author: Placido Rogerio Pinheiro
published in: European Journal of Operational Research
publication date: 2018-05-24T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6872205
zbMATH Keywords: decision support systems
zbMATH Keywords: Black-Litterman
zbMATH Keywords: portfolio optimization
zbMATH Keywords: asset allocation
zbMATH Keywords: verbal decision analysis
MaRDI profile type: Publication
full work available at URL: j.ejor.2016.06.018
OpenAlex ID: W2438948238
cites work: Optimal Portfolio Diversification Using the Maximum Entropy Principle
cites work: Inverse Optimization: A New Perspective on the Black-Litterman Model
cites work: Q2715912
cites work: Ranking multicriteria alternatives: The method ZAPROS III
cites work: Q5626055
cites work: Robust asset allocation
DOI: 10.1016/J.EJOR.2016.06.018
description: scientific article; zbMATH DE number 6872205