{"title":"对社会负责的多目标最优投资组合","authors":"Maziar Sahamkhadam, Andreas Stephan","doi":"10.1080/01605682.2024.2303075","DOIUrl":null,"url":null,"abstract":"This article extends the socially responsible multiobjective problem to (i) estimating optimal portfolios via reward/risk maximization, (ii) including dependence structure between asset returns usi...","PeriodicalId":17308,"journal":{"name":"Journal of the Operational Research Society","volume":null,"pages":null},"PeriodicalIF":2.7000,"publicationDate":"2024-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Socially responsible multiobjective optimal portfolios\",\"authors\":\"Maziar Sahamkhadam, Andreas Stephan\",\"doi\":\"10.1080/01605682.2024.2303075\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article extends the socially responsible multiobjective problem to (i) estimating optimal portfolios via reward/risk maximization, (ii) including dependence structure between asset returns usi...\",\"PeriodicalId\":17308,\"journal\":{\"name\":\"Journal of the Operational Research Society\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":2.7000,\"publicationDate\":\"2024-01-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Operational Research Society\",\"FirstCategoryId\":\"91\",\"ListUrlMain\":\"https://doi.org/10.1080/01605682.2024.2303075\",\"RegionNum\":4,\"RegionCategory\":\"管理学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MANAGEMENT\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Operational Research Society","FirstCategoryId":"91","ListUrlMain":"https://doi.org/10.1080/01605682.2024.2303075","RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MANAGEMENT","Score":null,"Total":0}
This article extends the socially responsible multiobjective problem to (i) estimating optimal portfolios via reward/risk maximization, (ii) including dependence structure between asset returns usi...
期刊介绍：
JORS is an official journal of the Operational Research Society and publishes original research papers which cover the theory, practice, history or methodology of OR.
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