| dc.creator | Lillo, Felipe | |
| dc.creator | Santander, Valentín | |
| dc.creator | García, Leidy | |
| dc.creator | Roco-Fuentes, Lisandro | |
| dc.date | 2023-05-23T14:14:44Z | |
| dc.date | 2023-05-23T14:14:44Z | |
| dc.date | 2020 | |
| dc.date.accessioned | 2024-05-02T20:31:17Z | |
| dc.date.available | 2024-05-02T20:31:17Z | |
| dc.identifier | http://repositorio.ucm.cl/handle/ucm/4804 | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/9275044 | |
| dc.description | 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. | |
| dc.language | en | |
| dc.rights | Atribución-NoComercial-SinDerivadas 3.0 Chile | |
| dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/cl/ | |
| dc.source | Review of Economics and Finance, 18, 134-141 | |
| dc.subject | Fund allocation | |
| dc.subject | Pareto efficient graph models coloured–edge chain graph | |
| dc.subject | Pareto set cardinality | |
| dc.title | Determining pareto efficiency in found allocation problems: an approach based on coloured-edge chain graphs | |
| dc.type | Article | |
