Robust multiobjective portfolio optimization: A minimax regret approach.
Panagiotis XidonasGeorge MavrotasChristis HassapisConstantin ZopounidisPublished in: Eur. J. Oper. Res. (2017)
Keyphrases
- portfolio optimization
- multi objective
- robust optimization
- bi objective
- minimax regret
- portfolio selection
- evolutionary algorithm
- stochastic programming
- optimization algorithm
- multi objective optimization
- multiple objectives
- objective function
- efficient solutions
- stock market
- decision problems
- problems involving
- stock price
- optimization methods
- semi supervised
- data mining