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GPS: A graph-based approach to portfolio selection.

Fatemeh RezaeeJalal AhmadiSaman Haratizadeh
Published in: CSICC (2023)
Keyphrases
  • portfolio selection
  • multistage stochastic
  • portfolio optimization
  • portfolio management
  • financial markets
  • multiple objectives
  • robust optimization
  • optimal portfolio
  • transaction costs
  • lower bound
  • data mining