Portfolio Optimization for Defence Applications.
Kyle Robert HarrisonSaber M. ElsayedIvan L. GaranovichTerence WeirMichael GalisterSharon G. BoswellRichard TaylorRuhul A. SarkerPublished in: IEEE Access (2020)
Keyphrases
- portfolio optimization
- portfolio selection
- problems involving
- factor analysis
- stock market
- risk management
- portfolio management
- robust optimization
- bi objective
- optimization methods
- stock exchange
- stock price
- investment decisions
- decision making
- discriminant analysis
- decision support system
- decision makers
- feature extraction