Portfolio selection problems with Markowitz's mean-variance framework: a review of literature.

Yuanyuan Zhang Xiang Li Sini Guo

Published in: Fuzzy Optim. Decis. Mak. (2018)

Keyphrases

portfolio selection
portfolio optimization
robust optimization
multistage stochastic
portfolio management
financial markets
problems involving
transaction costs
feature space
long term
optimization problems
benchmark problems
optimal portfolio