Portfolio Optimization of Equity Mutual Funds - Malaysian Case Study.
Adem KiliçmanJaisree SivalingamPublished in: Adv. Fuzzy Syst. (2010)
Keyphrases
- portfolio optimization
- case study
- stock market
- portfolio management
- factor analysis
- portfolio selection
- stock exchange
- problems involving
- robust optimization
- short term
- stock price
- risk management
- investment decisions
- financial time series
- bi objective
- long term
- software development
- financial data
- financial markets
- multiple objectives
- optimization methods
- development process