Portfolio optimization of financial commodities with energy futures.

Lu Wang Ferhana Ahmad Gong-li Luo Muhammad Umar Dervis Kirikkaleli

Published in: Ann. Oper. Res. (2022)

Keyphrases

portfolio optimization
portfolio selection
financial markets
stock market
portfolio management
risk management
factor analysis
problems involving
stock price
bi objective
robust optimization
optimization methods
sharpe ratio
stock exchange
decision making
efficient solutions
investment decisions
short term