Measurement and Control of Risk Contagion in Portfolio Optimization Processes.
Risheng QiaoYongsheng QiaoPublished in: Symmetry (2024)
Keyphrases
- portfolio optimization
- portfolio management
- risk management
- risk measures
- portfolio selection
- problems involving
- factor analysis
- robust optimization
- stock market
- investment decisions
- bi objective
- stock price
- optimization methods
- stock exchange
- decision support system
- long term
- sharpe ratio
- data mining
- discriminant analysis
- management system
- feature extraction