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Higher-order moments in portfolio selection problems: A comprehensive literature review.

Pawan Kumar MandalManoj Thakur
Published in: Expert Syst. Appl. (2024)
Keyphrases
  • literature review
  • higher order
  • portfolio selection
  • case study
  • robust optimization
  • optimal solution
  • software engineering
  • optimization problems
  • high order
  • decision problems
  • semidefinite programming
  • current issues