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Electric Company Portfolio Optimization Under Interval Stochastic Dominance Constraints.
Daniel Berleant
Mathieu Dancre
Jean-Philippe Argaud
Gerald B. Sheblé
Published in:
ISIPTA (2005)
Keyphrases
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portfolio optimization
stochastic dominance
portfolio management
portfolio selection
factor analysis
problems involving
stock market
risk management
random variables
case study
optimization methods
stock price
evolutionary algorithm
long term