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Title: 可能性情報のもとでのポートフォリオ選択 (決定理論とその関連分野)
Authors: 乾口, 雅弘  KAKEN_name
谷野, 哲三  KAKEN_name
Author's alias: Inuiguchi, Masahiro
Tanino, Tetsuzo
Keywords: ポートフォリオ選択
最大リグレット最小化
線形計画法
可能性分布
シナリオ分解
Issue Date: Apr-1998
Publisher: 京都大学数理解析研究所
Journal title: 数理解析研究所講究録
Volume: 1043
Start page: 1
End page: 9
URI: http://hdl.handle.net/2433/62138
Appears in Collections:Decision Theory and Its Related Fields

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