Behavioral Portfolio Optimization with Social Reference Point.
Yun ShiDuan LiXiangyu CuiPublished in: MCO (1) (2015)
Keyphrases
- reference point
- portfolio optimization
- reference points
- portfolio selection
- factor analysis
- problems involving
- stock market
- portfolio management
- robust optimization
- optimization methods
- risk management
- stock price
- bi objective
- convex hull
- region of interest
- image processing
- feature selection
- evolutionary algorithm
- stock exchange
- training set