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Stability advances in robust portfolio optimization under parallelepiped uncertainty.
Güray Kara
Ayse Özmen
Gerhard-Wilhelm Weber
Published in:
Central Eur. J. Oper. Res. (2019)
Keyphrases
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robust optimization
portfolio optimization
portfolio selection
risk measures
portfolio management
mathematical programming
decision theory
artificial intelligence
management system
stock market
data mining
multi objective
optimization methods
risk management
bi objective