60 Years of portfolio optimization: Practical challenges and current trends.
Petter N. KolmReha H. TütüncüFrank J. FabozziPublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- current trends
- portfolio optimization
- future directions
- artificial intelligence
- lessons learned
- real world
- portfolio management
- robust optimization
- factor analysis
- portfolio selection
- risk management
- stock price
- problems involving
- non stationary
- optimization methods
- bi objective
- multi objective optimization
- optimization algorithm
- stock exchange
- principal component analysis
- multi objective