Portfolio Optimization by a Bivariate Functional of the Mean and Variance.

Zinoviy Landsman Udi E. Makov Tomer Shushi

Published in: J. Optim. Theory Appl. (2020)

Keyphrases

portfolio optimization
minimum variance
portfolio selection
problems involving
portfolio management
stock market
risk management
factor analysis
robust optimization
bi objective
stock price
stock exchange
optimization methods
data mining
statistical analysis
short term