-Regularization for multi-period portfolio selection.

Stefania Corsaro Valentina De Simone Zelda Marino Francesca Perla

Published in: Ann. Oper. Res. (2020)

Keyphrases

portfolio selection
multi period
production planning
facility location problem
planning horizon
data envelopment analysis
routing problem
financial markets
total cost
lot sizing
multi item
multiple objectives
robust optimization
genetic algorithm
input output
optimal portfolio