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On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection.

Yue QiRalph E. Steuer
Published in: Ann. Oper. Res. (2020)
Keyphrases
  • portfolio selection
  • financial markets
  • multistage stochastic
  • feature selection
  • long term
  • probability distribution
  • text mining
  • robust optimization
  • portfolio optimization