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]

@inproceedings{BeckerHS24,
  title = {Risk Management in Multi-objective Portfolio Optimization Under Uncertainty},
  author = {Yannick Becker and Pascal Halffmann and Anita Schöbel},
  year = {2024},
  doi = {10.1007/978-3-031-92575-7_22},
  url = {https://doi.org/10.1007/978-3-031-92575-7_22},
  researchr = {https://researchr.org/publication/BeckerHS24},
  cites = {0},
  citedby = {0},
  pages = {157-163},
  booktitle = {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},
  editor = {Lukas Glomb},
  series = {Lecture Notes in Operations Research},
  publisher = {Springer},
  isbn = {978-3-031-92574-0},
}