A New Grey Correlational Compromise Ranking Approach for Portfolio Selection for Investment in ESG Stocks.
Sanjib BiswasSayan GuptaArun UpadhyayGautam BandyopadhyayRahul ShawPublished in: ICACDS (2023)
Keyphrases
- portfolio selection
- portfolio management
- optimal portfolio
- financial markets
- portfolio optimization
- investment decisions
- market data
- sharpe ratio
- multistage stochastic
- investment strategies
- stock market
- transaction costs
- financial data
- robust optimization
- stock price
- decision making
- data mining
- exchange rate
- multiple objectives
- genetic programming
- np hard
- expert systems