A comparison between the robust risk-aware and risk-seeking managers in R&D portfolio management.

Shuyi Wang Aurélie Thiele

Published in: Comput. Manag. Sci. (2017)

Keyphrases

portfolio management
portfolio optimization
portfolio selection
decision making
asset allocation
transaction costs
financial data
risk management
robust optimization
information systems
factor analysis
investment decisions
stock market
evolutionary algorithm
signal processing
independent component analysis