Portfolio Optimization of Equity Funds.
Vasyl BrychRuslan SkrynkovskyyLyudmyla ShkvarchukGalyna LiakhovychRostyslav Slav'YukOlena BorysiakPublished in: ACIT (2022)
Keyphrases
- portfolio optimization
- stock market
- stock exchange
- portfolio management
- short term
- stock price
- factor analysis
- risk management
- problems involving
- portfolio selection
- robust optimization
- bi objective
- optimization methods
- investment decisions
- financial data
- financial time series
- decision support system
- financial markets
- long term
- evolutionary algorithm
- decision making