Using GNQTS to Solve Portfolio Optimization with Fund Allocation in the U.S. Market.

Yi-Rui Hsu Yu-Zhen Chen Shu-Yu Kuo Yao-Hsin Chou

Published in: SMC (2020)

Keyphrases

portfolio optimization
portfolio selection
portfolio management
stock market
stock price
stock exchange
financial markets
investment decisions
problems involving
bi objective
robust optimization
financial data
factor analysis
risk management
long term
resource allocation
optimization methods
multistage