Portfolio Optimization for Long-Term Investment: An Empirical Study.

Thuy-An Phan-Thi Nu T. Dinh Son Huynh Thanh Binh T. Nguyen

Published in: SoMeT (2023)

Keyphrases

portfolio optimization
long term
portfolio management
investment decisions
short term
stock market
portfolio selection
sharpe ratio
factor analysis
problems involving
risk management
bi objective
robust optimization
stock price
optimization methods
stock exchange
decision making
multi objective
multiple objectives