C
search
search
reviewers
reviewers
feeds
feeds
assignments
assignments
settings
logout
Portfolio optimization for wealth-dependent risk preferences.
Luis Miguel Rios
Nikolaos V. Sahinidis
Published in:
Ann. Oper. Res. (2010)
Keyphrases
</>
portfolio optimization
portfolio management
risk management
portfolio selection
risk measures
problems involving
factor analysis
stock market
bi objective
robust optimization
optimization methods
investment decisions
stock price
stock exchange
multiple objectives
decision making
decision support system