Combined forecasts in portfolio optimization: A generalized approach.

Ozden Ustun Refail Kasimbeyli

Published in: Comput. Oper. Res. (2012)

Keyphrases

portfolio optimization
portfolio selection
portfolio management
stock price
robust optimization
risk management
factor analysis
problems involving
historical data
bi objective
stock market
investment decisions
stock exchange
financial markets
data mining techniques
decision makers
simulated annealing
expert systems