Early portfolio pruning: a scalable approach to hybrid portfolio selection.

Daniele G. Gioia Jacopo Fior Luca Cagliero

Published in: Knowl. Inf. Syst. (2023)

Keyphrases

portfolio selection
multistage stochastic
portfolio management
portfolio optimization
optimal portfolio
financial markets
multiple objectives
robust optimization
genetic algorithm
search space
long term
multi objective
text mining
transaction costs