Integrating multiple sources of ordinal information in portfolio optimization

Active portfolio management tries to incorporate any source of meaningful information into the asset selection process. In this contribution we consider qualitative views specified as total orders of the expected asset returns and discuss two different approaches for incorporating this input in a me...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Çela, Eranda, Hafner, Stephan, Mestel, Roland, Pferschy, Ulrich
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Optimization and Control Quantitative Finance - Portfolio Management
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!