La Torre, D.; Mendivil, F.; Rocca, M. Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty. (English) Zbl 1542.91361 Ann. Oper. Res. 334, No. 1-3, 241-263 (2024). MSC: 91G10 93E20 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
La Torre, D.; Mendivil, F. Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach. (English) Zbl 1490.91186 Ann. Oper. Res. 311, No. 2, 1085-1098 (2022). MSC: 91G10 28B20 90C15 90C29 × Cite Format Result Cite Review PDF Full Text: DOI
La Torre, D.; Mendivil, F. Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach. (English) Zbl 1416.91355 Ann. Oper. Res. 267, No. 1-2, 267-279 (2018). MSC: 91G10 28B20 93E20 × Cite Format Result Cite Review PDF Full Text: DOI