Fifty years of portfolio optimization.
Ahti SaloMichalis DoumposJuuso LiesiöConstantin ZopounidisPublished in: Eur. J. Oper. Res. (2024)
Keyphrases
- portfolio optimization
- fifty years
- portfolio selection
- problems involving
- robust optimization
- risk management
- portfolio management
- factor analysis
- bi objective
- optimization methods
- stock market
- stock price
- stock exchange
- non stationary
- long term
- efficient solutions
- simulated annealing
- principal component analysis
- investment decisions
- cost function