Cardinality-constrained risk parity portfolios.

Hassan T. Anis Roy H. Kwon

Published in: Eur. J. Oper. Res. (2022)

Keyphrases

portfolio optimization
investment decisions
risk management
risk assessment
decision making
risk analysis
error correction
risk factors
high risk
early warning
portfolio selection
portfolio management
minimum risk
problems involving
bi objective
image sequences
natural disasters
social networks