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Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique.
Tahereh Khodamoradi
Maziar Salahi
Published in:
Comput. Stat. (2023)
Keyphrases
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portfolio optimization
portfolio selection
portfolio management
factor analysis
stock market
optimization methods
problems involving
risk management
robust optimization
bi objective
stock exchange
stock price
decision making
particle swarm optimization