Analysts' Dividend Forecasts, Portfolio Selection, and Market Risk Premia.
Wolfgang BreuerFranziska FeilkeMarc GürtlerPublished in: OR (2007)
Keyphrases
- portfolio selection
- financial markets
- portfolio management
- portfolio optimization
- stock price
- risk management
- optimal portfolio
- investment strategies
- risk measures
- multistage stochastic
- stock market
- risk averse
- historical data
- investment decisions
- trading strategies
- robust optimization
- stock exchange
- financial data
- decision support system
- data analysis
- non stationary
- decision making
- multiple objectives
- fitness function
- text mining
- multi objective