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Models for portfolio management on enhancing periodic consideration and portfolio selection.

Tak-Chung FuChak-man NgKa-wai WongKorris Fu-Lai Chung
Published in: ICNC (2011)
Keyphrases
  • portfolio selection
  • portfolio management
  • portfolio optimization
  • robust optimization
  • artificial intelligence
  • linear programming
  • financial markets
  • transaction costs
  • optimal portfolio