Uncertain random portfolio selection based on risk curve.

Rouhollah Mehralizade Mohammad Amini Bahram Sadeghpour Gildeh Hamed Ahmadzade

Published in: Soft Comput. (2020)

Keyphrases

portfolio selection
portfolio optimization
portfolio management
risk measures
optimal portfolio
multistage stochastic
decision making
financial markets
risk management
investment decisions
multiple objectives
robust optimization
transaction costs
linear programming