Portfolio selection of uncertain random returns based on value at risk.
Yajuan LiuHamed AhmadzadeMehran FarahikiaPublished in: Soft Comput. (2021)
Keyphrases
- portfolio selection
- portfolio optimization
- portfolio management
- risk measures
- optimal portfolio
- multistage stochastic
- decision making
- financial markets
- multiple objectives
- risk management
- neural network
- robust optimization
- investment decisions
- transaction costs
- simulated annealing
- information extraction
- management system
- artificial intelligence