Endogenous Credit, Business Cycle, and Portfolio Selection.
Kyoung Jin ChoiHyeng Keun KooByung Hwa LimJane YooPublished in: Oper. Res. (2024)
Keyphrases
- portfolio selection
- credit risk
- venture capital
- portfolio optimization
- multistage stochastic
- portfolio management
- information systems
- decision making
- financial markets
- data mining
- artificial intelligence
- robust optimization
- dynamic programming
- multiple objectives
- financial data
- mathematical programming
- decision support system
- transaction costs
- optimal solution
- genetic algorithm