OptQuest software tutorial: portfolio optimization for capital investment projects.
Jay AprilFred W. GloverJames P. KellyPublished in: WSC (2002)
Keyphrases
- portfolio optimization
- portfolio management
- investment decisions
- software development
- portfolio selection
- software projects
- sharpe ratio
- problems involving
- risk management
- software systems
- factor analysis
- stock market
- decision making
- case study
- robust optimization
- stock exchange
- optimization methods
- stock price
- multi objective optimization
- bi objective
- development process
- case based reasoning