Work

Single criterion vs. multi-criteria optimal stopping methods for portfolio management

Year: 2018

Type: article

Source: Journal of the Operational Research Society

DOI: 10.1080/01605682.2018.1441638

Authors: Fouad Ben Abdelaziz, Ray Saadaoui, Meryem Masmoudi

Institutions: NEOMA Business School, University of Sharjah, University of Bahrain

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2794017481

FWCI: 0.378

Cites: 37

Cited by: 3

Related to: 10