Portfolio selection problem: New multicriteria approach for the mean-semivariance model.

Kaoutar Senhaji Karim El Moutaouakil Mohamed Ettaouil

Published in: GOL (2016)

Keyphrases

probabilistic model
simulation model
knowledge base
experimental data
data sets
neural network
high level
artificial neural networks
em algorithm
computational model
mathematical model
formal model
goal programming