Portfolio Optimization of Uncertain Returns Based on Tsallis Entropy.
Souad ChennafJaleleddine Ben AmorPublished in: J. Uncertain Syst. (2023)
Keyphrases
- portfolio optimization
- sharpe ratio
- portfolio management
- portfolio selection
- factor analysis
- risk management
- problems involving
- robust optimization
- bi objective
- optimization methods
- stock market
- decision making
- stock exchange
- investment decisions
- stock price
- multi objective
- multiple objectives
- evolutionary algorithm