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An Uncertain Mean-AVaR Portfolio Selection via an Artificial Neural Network Scheme.

Fatemeh TalebiAlireza NazemiAbdolmajid Abdolbaghi Ataabadi
Published in: Int. J. Inf. Technol. Decis. Mak. (2024)
Keyphrases
  • portfolio selection
  • portfolio optimization
  • multistage stochastic
  • decision making
  • portfolio management
  • multiple objectives
  • financial markets
  • robust optimization
  • multi objective
  • data warehouse
  • text mining