Mean-Variance Portfolio Selection With the Ordered Weighted Average.

Sigifredo Laengle Gino Loyola José M. Merigó

Published in: IEEE Trans. Fuzzy Syst. (2017)

Keyphrases

portfolio selection
weighted average
multistage stochastic
portfolio optimization
portfolio management
weighted sum
financial markets
robust optimization
artificial intelligence
multiple objectives
expert systems
case based reasoning
multistage
optimal portfolio