Login / Signup

Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices.

Ralph E. SteuerYue QiMaximilian Wimmer
Published in: Eur. J. Oper. Res. (2024)
Keyphrases
  • portfolio selection
  • multistage stochastic
  • artificial intelligence
  • portfolio optimization
  • neural network
  • evolutionary algorithm
  • dynamic programming
  • decision support system
  • robust optimization