Optimal sharing rule for a household with a portfolio management problem.

Oumar Mbodji A. Nguyen-Huu Traian A. Pirvu

Published in: Math. Soc. Sci. (2019)

Keyphrases

portfolio management
portfolio selection
dynamic programming
decision making
financial data
data mining
optimal solution
evolutionary algorithm
multi objective
optimization algorithm
clustering method
metaheuristic
factor analysis
portfolio optimization
optimal portfolio