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Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse.
Takashi Hasuike
Mukesh Kumar Mehlawat
Published in:
Ann. Oper. Res. (2018)
Keyphrases
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portfolio selection
robust optimization
sensitivity analysis
financial markets
probability distribution
historical data
optimal portfolio
bayesian networks
stock market
mathematical programming
stochastic programming