Portfolio Selection Utilizing Electronic Company Stocks During the Enhance Community Quarantine Period in the Philippines.
Michael Nayat YoungGodfrey S. ArevaloEzekiel C. MallariPublished in: IEEM (2020)
Keyphrases
- portfolio selection
- financial markets
- multistage stochastic
- portfolio optimization
- portfolio management
- case study
- stock market
- transaction costs
- optimal portfolio
- multiple objectives
- robust optimization
- multi objective
- stock price
- risk management
- evolutionary algorithm
- financial data
- stock exchange
- np hard
- investment decisions
- objective function