Multi-period portfolio selection with investor views based on scenario tree.

Daping Zhao Lin Bai Yong Fang Shouyang Wang

Published in: Appl. Math. Comput. (2022)

Keyphrases

portfolio selection
multi period
production planning
financial markets
planning horizon
facility location problem
portfolio optimization
routing problem
optimal portfolio
portfolio management
robust optimization
multi item
data envelopment analysis
lot sizing
total cost
multiple objectives
decision makers