Portfolio selection for open-pit mining assets acquisition.

Lucas S. Ferreira Elizabeth Fialho Wanner Adriano Chaves Lisboa Douglas A. G. Vieira

Published in: CEC (2016)

Keyphrases

open pit
portfolio selection
financial markets
transaction costs
multistage stochastic
portfolio optimization
portfolio management
multiple objectives
robust optimization
stock market
stock price
optimal portfolio
evolutionary algorithm
dynamic programming
project management