Investment portfolio optimization based on risk and trust management.
Monica TireaViorel NegruPublished in: SISY (2013)
Keyphrases
- portfolio optimization
- trust management
- portfolio management
- investment decisions
- management system
- risk management
- sharpe ratio
- portfolio selection
- trust model
- virtual communities
- factor analysis
- problems involving
- computing environments
- robust optimization
- access control
- risk measures
- test bed
- decision support
- bi objective
- risk averse
- service providers
- stock market
- virtual organization
- stock exchange
- stock price
- optimization methods
- data security
- financial markets
- web services
- short term
- decision support system
- multi objective