Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case.

N. C. P. Edirisinghe

Published in: Comput. Optim. Appl. (2005)

Keyphrases

portfolio optimization
robust optimization
investment decisions
portfolio selection
lower bound
problems involving
portfolio management
upper bound
stock market
bi objective
stock price
stock exchange
genetic algorithm
factor analysis
risk management
optimal solution
face recognition