Optimal Multivariate Financial Decision Making

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2021 Belgium, Denmark English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Carole Bernard; Luca De Gennaro Aquino; Steven Vanduffel;

doi: 10.2139/ssrn.3931992 , 10.1016/j.ejor.2022.09.017

handle: 20.500.14017/3595ded8-14ab-43e3-94aa-3f1c9fa37d1d

Optimal Multivariate Financial Decision Making

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Abstract

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Countries

Belgium, Denmark

Related Organizations

Grenoble School of Management
France
University of Copenhagen
Denmark
Vrije Universiteit Brussel
Belgium
University of Copenhagen
Denmark
Southern University of Science and Technology
China (People's Republic of)

Keywords

Cost-efficiency, decision analysis, diversification, Decision analysis, cost-efficiency, Portfolio theory, Diversification, Financial networks (including contagion, systemic risk, regulation), Multivariate preferences, systemic risk, Systemic risk, multivariate preferences, Utility theory

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