Mean-Gini portfolio selection with uncertain returns.

Feng Gao Hamed Ahmadzade Rong Gao Zezhou Zou

Published in: J. Intell. Fuzzy Syst. (2023)

Keyphrases

portfolio selection
multistage stochastic
portfolio optimization
portfolio management
robust optimization
decision making
optimal portfolio
long term
financial markets
np hard
management system
short term
multiple objectives