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Long-term dynamic asset allocation under asymmetric risk preferences.

Vasileios E. KontosakosSoosung HwangVasileios Bill KallinterakisAthanasios A. Pantelous
Published in: Eur. J. Oper. Res. (2024)
Keyphrases
  • long term
  • asset allocation
  • portfolio management
  • short term
  • decision making
  • stock market
  • optimal portfolio
  • genetic algorithm
  • risk management
  • lot sizing
  • multiple objectives