Portfolio selection with coherent Investor's expectations under uncertainty.
Hong-Quan LiZhi-Hong YiPublished in: Expert Syst. Appl. (2019)
Keyphrases
- portfolio selection
- optimal portfolio
- robust optimization
- multistage stochastic
- financial markets
- portfolio optimization
- expected utility
- portfolio management
- multiple objectives
- decision theory
- mathematical programming
- stochastic programming
- belief functions
- np hard
- transaction costs
- artificial intelligence
- data mining
- neural network
- long term