Incomplete risk-preference information in portfolio decision analysis

Portfolio decision analysis models support decisions on the allocation of resources among assets with uncertain outcomes (e.g., investments, projects or stocks). These models require information on the decision maker’s risk-preferences which can be difficult to obtain in practice. Stochastic dominan...

Full description

Bibliographic Details

Main Authors:	Juuso Liesiö, Markku Kallio, Nikolaos Argyris
Format:	Default Article
Published:	2022
Subjects:	Decision support systems Portfolio decision analysis Stochastic dominance Multi-objective programming/optimization
Online Access:	https://hdl.handle.net/2134/19682850.v1
Tags:	Add Tag No Tags, Be the first to tag this record!