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Listar por palabra clave "Biojective"

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An analytic derivation of the efficient frontier in biobjective cash management and its implications for policies

Salas-Molina, Francisco; Pla Santamaría, David; Rodriguez-Aguilar, Juan A. (Springer New York LLC, 2023-09)

[EN] Cash managers who optimize returns and risk rely on biobjective optimization models to select the best policies according to their risk preferences. In the related portfolio selection problem, Merton (J Financ Quant ...

Mostrando ítems 1-1 de 1