Multiperiod portfolio optimization models in stochastic markets using the mean-variance approach.

U. Çelikyurt Süleyman Özekici

Published in: Eur. J. Oper. Res. (2007)

Keyphrases

portfolio optimization
portfolio selection
robust optimization
problems involving
ant colony optimization
factor analysis
portfolio management
investment decisions
multi objective
metaheuristic
optimization methods
risk management
historical data