Portfolio Selection in the Presence of Multiple Criteria

Ralph E. Steuer (), Yue Qi and Markus Hirschberger
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Ralph E. Steuer: University of Georgia
Yue Qi: International University of Monaco
Markus Hirschberger: University of Eichstätt-Ingolstadt

A chapter in Handbook of Financial Engineering, 2008, pp 3-24 from Springer

Keywords: Multiple Criterion; Stochastic Program; Portfolio Optimization; Portfolio Selection; Portfolio Return (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/978-0-387-76682-9_1

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