Risk management in multi-objective portfolio optimization under uncertainty

In portfolio optimization, decision makers face difficulties from uncertainties inherent in real-world scenarios. These uncertainties significantly influence portfolio outcomes in both classical and multi-objective Markowitz models. To address these challenges, our research explores the power of rob...

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Veröffentlicht in:	arXiv.org 2024-07
Hauptverfasser:	Becker, Yannick, Halffmann, Pascal, Schöbel, Anita
Format:	Artikel
Sprache:	eng
Schlagworte:	Benchmarks Decision theory Managers Multiple objective analysis Optimization Risk management Uncertainty
Online-Zugang:	Volltext
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