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

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