Portfolio optimization in secondary spectrum markets.
Praveen Kumar MuthuswamyKoushik KarAparna GuptaSaswati SarkarGaurav S. KasbekarPublished in: WiOpt (2011)
Keyphrases
- portfolio optimization
- portfolio selection
- portfolio management
- factor analysis
- stock market
- financial markets
- risk management
- robust optimization
- problems involving
- optimization methods
- bi objective
- stock price
- trading strategies
- stock exchange
- investment decisions
- long term
- sharpe ratio
- software engineering
- np hard