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Risk Management in Multi-objective Portfolio Optimization Under Uncertainty

Yannick Becker, Pascal Halffmann, Anita Schöbel. Risk Management in Multi-objective Portfolio Optimization Under Uncertainty. In Lukas Glomb, editor, Operations Research Proceedings 2024: Selected Papers of the International Conference of the German, Austrian and Swiss Operations Research Societies (GOR, ÖGOR, SVOR/ASRO), Munich, Germany, September 3-6, 2024. Lecture Notes in Operations Research, pages 157-163, Springer, 2024. [doi]

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Yannick Becker

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Pascal Halffmann

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Anita Schöbel

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