Quantitative portfolio selection: Using density forecasting to find consistent portfolios.

Nigel Meade John E. Beasley C. J. Adcock

Published in: Eur. J. Oper. Res. (2021)

Keyphrases

portfolio selection
portfolio optimization
multistage stochastic
portfolio management
financial markets
short term
robust optimization
optimal portfolio
multiple objectives
financial time series
expert systems
transaction costs
investment decisions
long term
case based reasoning