Approximating the optimum portfolio for an investor with particular preferences.
Enrique BallesteroPublished in: J. Oper. Res. Soc. (1998)
Keyphrases
- portfolio theory
- portfolio selection
- asset allocation
- decision making
- investment decisions
- stock market
- portfolio optimization
- optimal portfolio
- portfolio management
- stock price
- preference elicitation
- financial markets
- individual preferences
- multi attribute
- artificial intelligence
- user preferences
- real time
- soft constraints
- utility function
- social choice
- optimal solution
- genetic algorithm