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Composing local and global behaviors: Higher performance of spin glass based portfolio selection.

Majid Vafaei JahanMohammad R. Akbarzadeh-Totonchi
Published in: J. Comput. Sci. (2012)
Keyphrases
  • portfolio selection
  • multistage stochastic
  • portfolio management
  • robust optimization
  • portfolio optimization
  • financial markets
  • multiple objectives
  • multistage
  • transaction costs