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Mostrando ítems 1-5 de 5

A decision framework for a farmer who is risk averse in the Arrow-Pratt sense and downside risk averse

Donoso, Guillermo (Universitat Politècnica de València, 2014-12-02)

[EN] This study provides a decision framework to analyze optimal production iversification decisions under uncertainty for a farmer who is risk averse in the Arrow-Pratt sense and downside risk averse. The decision model ...
Encompassing statistically unquantifiable randomness in goal programming: an application to portfolio selection

BRAVO SELLES, MILAGROS; Jones, Dylan; Pla Santamaría, David; Salas-Molina, Francisco (Springer-Verlag, 2022-11)

[EN] Random events make multiobjective programming solutions vulnerable to changes in input data. In many cases statistically quantifiable information on variability of relevant parameters may not be available for decision ...
Portfolio Selection with Multiple Time Horizons: A Mean Variance - Stochastic Goal Programming Approach

Ballestero, Enrique; García Bernabeu, Ana María (University of Toronto Press, 2013)

Standard approaches to portfolio selection from classical Markowitz mean-variance model require using a time horizon of historical returns over a period that the investor defines in a conventional way. To avoid arbitrary ...
Socially responsible investment: A multicriteria approach to portfolio selection combining ethical and financial objectives

Ballestero Pareja, Enrique; Bravo Sellés, Milagros; Perez-Gladish, Blanca; Arenas-Parra, Mar; Pla Santamaría, David (Elsevier, 2012-01-16)

In a context of Socially Responsible Investment (SRI), this paper deals with portfolio selection for investors interested in ethical policies. In the opportunity set there are ethical assets and other assets which are not ...
Stochastic hydro-economic modeling for optimal management of agricultural groundwater nitrate pollution under hydraulic conductivity uncertainty

Peña Haro, Salvador; Pulido-Velazquez, M.; Llopis Albert, Carlos (Elsevier, 2011-08)

[EN] In decision-making processes, reliability and risk aversion play a decisive role. This paper presents a framework for stochastic optimization of control strategies for groundwater nitrate pollution from agriculture ...

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