Design of Efficient Investment Portfolios with a Shortfall Probability as a Measure of Risk.

V. N. Gridin A. Yu. Golubin

Published in: Autom. Remote. Control. (2023)

Keyphrases

design process
artificial intelligence
decision making
engineering design
design methodology
information systems
case study
similarity measure
probability distribution
computationally efficient
efficient implementation
evaluation measures
portfolio selection
investment decisions
risk aversion