Portfolio Selection with Stochastic Volatility and Continuous Dividends.
Yunfeng YangRui QiaoYingchun ZhengPublished in: CIS (2019)
Keyphrases
- portfolio selection
- financial markets
- stock price
- portfolio optimization
- multistage stochastic
- stock market
- portfolio management
- non stationary
- stock exchange
- robust optimization
- transaction costs
- stochastic programming
- multiple objectives
- optimal portfolio
- historical data
- news articles
- monte carlo
- financial data
- decision making
- artificial intelligence
- genetic programming
- np hard
- genetic algorithm