Two-stage bond portfolio optimization and its application to Saudi Sukuk Market.
Nasser Aedh AlreshidiMehdi MradErsoy SubasiMunevver Mine SubasiPublished in: Ann. Oper. Res. (2020)
Keyphrases
- portfolio optimization
- stock price
- stock market
- portfolio management
- stock exchange
- portfolio selection
- investment decisions
- problems involving
- financial markets
- robust optimization
- factor analysis
- financial data
- bi objective
- financial time series
- short term
- risk management
- optimization methods
- trading strategies
- historical data