Flexible time horizon project portfolio optimization with consumption and risk control.

Yong-Jun Liu Wei-Guo Zhang

Published in: Appl. Soft Comput. (2019)

Keyphrases

portfolio optimization
portfolio management
portfolio selection
risk measures
risk management
investment decisions
factor analysis
robust optimization
stock market
bi objective
problems involving
optimization methods
stock price
stock exchange
decision support system
evolutionary algorithm
financial markets