Good deals and benchmarks in robust portfolio selection.

Alejandro Balbás Beatriz Balbás Raquel Balbás

Published in: Eur. J. Oper. Res. (2016)

Keyphrases

portfolio selection
robust optimization
financial markets
multistage stochastic
portfolio optimization
artificial intelligence
decision problems
portfolio management
data mining
evolutionary algorithm
non stationary
kernel function
transaction costs