Projects funded by the NCN
Construction of robust investment portfolios by means of the generalized ordered weighted averages
2012/07/B/HS4/03076
Keywords:
portfolio optimization portfolio mangement financial engineering operations research robustness risk decision support
Descriptors:
- HS4_3: Econometrics, statistical methods
- HS4_6: Financial markets, international finance, public finance
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Politechnika Warszawska, Wydział Elektroniki i Technik Informacyjnych
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 5
Call: OPUS 4 - announced on 2012-09-15
Amount awarded: 442 949 PLN
Project start date (Y-m-d): 2013-07-01
Project end date (Y-m-d): 2016-09-30
Project duration:: 39 months (the same as in the proposal)
Project status: Project settled