Portfolio selection with exploration of new investment assets.
Luca De Gennaro AquinoDidier SornetteMoris S. StrubPublished in: Eur. J. Oper. Res. (2023)
Keyphrases
- portfolio selection
- financial markets
- portfolio management
- optimal portfolio
- portfolio optimization
- investment decisions
- transaction costs
- multistage stochastic
- investment strategies
- stock market
- multiple objectives
- risk management
- stock price
- robust optimization
- decision making
- long run
- optimization problems
- software engineering