Mean-variance portfolio selection for a non-life insurance company.

Lukasz Delong Russell Gerrard

Published in: Math. Methods Oper. Res. (2007)

Keyphrases

portfolio selection
multistage stochastic
portfolio optimization
financial markets
health insurance
case study
portfolio management
risk management
robust optimization
optimal portfolio
multiple objectives
data mining
text classification
case based reasoning
management system
feature space
artificial intelligence