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Determining pareto efficiency in found allocation problems: an approach based on coloured-edge chain graphs
| dc.contributor.author | Lillo, Felipe | |
| dc.contributor.author | Santander, Valentín | |
| dc.contributor.author | García, Leidy | |
| dc.contributor.author | Roco-Fuentes, Lisandro | |
| dc.date.accessioned | 2023-05-23T14:14:44Z | |
| dc.date.available | 2023-05-23T14:14:44Z | |
| dc.date.issued | 2020 | |
| dc.identifier.uri | http://repositorio.ucm.cl/handle/ucm/4804 | |
| dc.description.abstract | The allocation of limited funds to competing activities is a well-known problem in economics and finance. Current modelling approaches for this problem are application specific and mathematically complex. This paper introduces a straightforward modelling approach based on a coloured-edge chain graph. The approach elicits a set of Pareto efficient allocations whose cardinality is theoretically studied. Additionally, the applicability of the model is illustrated through a case-study based on the chilean pension system. We conclude that despite intractability, the approach can tackle problem in practice since worst-case instances are unlikely to occur. | es_CL |
| dc.language.iso | en | es_CL |
| dc.rights | Atribución-NoComercial-SinDerivadas 3.0 Chile | * |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/cl/ | * |
| dc.source | Review of Economics and Finance, 18, 134-141 | es_CL |
| dc.subject | Fund allocation | es_CL |
| dc.subject | Pareto efficient graph models coloured–edge chain graph | es_CL |
| dc.subject | Pareto set cardinality | es_CL |
| dc.title | Determining pareto efficiency in found allocation problems: an approach based on coloured-edge chain graphs | es_CL |
| dc.type | Article | es_CL |
| dc.ucm.facultad | Facultad de Ciencias Sociales y Económicas | es_CL |
| dc.ucm.indexacion | Scopus | es_CL |
| dc.ucm.uri | refpress.org/ref-vol18-a15/ | es_CL |
| dc.ucm.doi | doi.org/10.55365/1923.x2020.18.15 | es_CL |
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Excepto si se señala otra cosa, la licencia de la publicación se describe como Atribución-NoComercial-SinDerivadas 3.0 Chile