Fuzzy portfolio optimization for time-inconsistent investors: a multi-objective dynamic approach.
You LiBo WangAnrui FuJunzo WatadaPublished in: Soft Comput. (2020)
Keyphrases
- multi objective
- portfolio optimization
- portfolio management
- bi objective
- stock market
- investment decisions
- multi objective optimization
- evolutionary algorithm
- portfolio selection
- genetic algorithm
- risk management
- multiple objectives
- sharpe ratio
- financial markets
- factor analysis
- optimization algorithm
- problems involving
- robust optimization
- nsga ii
- pareto optimal
- short term
- long term
- neural network
- decision support system
- stock exchange
- cost function
- objective function