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A moment-free nonparametric quantity-of-quality approach to optimal portfolio selection: A role for endogenous shortfall and windfall boundaries?

M. Ryan Haley
Published in: J. Oper. Res. Soc. (2018)
Keyphrases
  • portfolio selection
  • optimal portfolio
  • multistage stochastic
  • multiple objectives
  • optimal solution
  • portfolio management
  • worst case
  • artificial intelligence