Login / Signup
Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA.
Hoai An Le Thi
Mahdi Moeini
Tao Pham Dinh
Published in:
Comput. Manag. Sci. (2009)
Keyphrases
</>
portfolio selection
cardinality constraints
risk measures
portfolio optimization
robust optimization
portfolio management
financial markets
cutting plane
genetic algorithm
multiple objectives
decision making
evolutionary algorithm
special case