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Equilibrium selection for multi-portfolio optimization.
Lorenzo Lampariello
Christoph Neumann
Jacopo M. Ricci
Simone Sagratella
Oliver Stein
Published in:
Eur. J. Oper. Res. (2021)
Keyphrases
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portfolio optimization
problems involving
portfolio selection
portfolio management
factor analysis
stock market
risk management
bi objective
stock price
optimization methods
investment decisions
stock exchange
robust optimization
cluster analysis
short term
long term
genetic algorithm