An experimental study on diversification in portfolio optimization.
Luisa Martínez-NietoFrancisco Fernández-NavarroMariano Carbonero-RuzTeresa Montero-RomeroPublished in: Expert Syst. Appl. (2021)
Keyphrases
- portfolio optimization
- portfolio selection
- problems involving
- portfolio management
- risk management
- factor analysis
- robust optimization
- bi objective
- stock market
- optimization methods
- tabu search
- stock price
- investment decisions
- stock exchange
- multi objective
- optimization problems
- simulated annealing
- management system
- scheduling problem