A risk index to find the optimal uncertain random portfolio.
Rouhollah MehralizadeMohammad AminiBahram Sadeghpour GildehHamed AhmadzadePublished in: Soft Comput. (2021)
Keyphrases
- decision making
- investment strategies
- optimal portfolio
- data structure
- dynamic programming
- portfolio management
- database
- conditional expectation
- portfolio selection
- risk management
- stock market
- portfolio optimization
- risk factors
- market data
- decision makers
- messy genetic algorithm
- optimal control
- risk neutral
- risk analysis
- risk assessment
- incomplete information
- closed form
- multi objective
- genetic algorithm
- data sets