Stock portfolio optimization for risk-averse investors: A novel hybrid possibilistic and flexible robust approach.
Elahe Sadat SavaeiEsmaeil AlinezhadMahmood EghtesadifardPublished in: Expert Syst. Appl. (2024)
Keyphrases
- portfolio management
- risk averse
- portfolio optimization
- stock market
- robust optimization
- stock price
- portfolio selection
- risk measures
- transaction costs
- stochastic programming
- stock exchange
- factor analysis
- financial data
- problems involving
- investment decisions
- financial markets
- risk management
- mathematical programming
- optimization methods
- short term
- bi objective
- decision making
- historical data
- non stationary
- trading systems
- expected utility