Portfolios optimization with coherent risk measures in fuzzy asset management.
Yuji YoshidaPublished in: ISCBI (2017)
Keyphrases
- risk measures
- portfolio optimization
- asset management
- robust optimization
- portfolio selection
- optimization problems
- risk management
- optimization algorithm
- optimization method
- optimization methods
- decision making
- portfolio management
- stock market
- management system
- long term
- stock price
- problems involving
- bi objective
- factor analysis
- stock exchange
- multi objective
- data mining