Performance Analysis of Strategies that aid in the Incorporation of Preferences in Public Portfolio Optimization Processes.
Laura Cruz ReyesMercedes Pérez VillafuerteNelson Rangel-ValdezClaudia Gómez SantillánPatricia Sánchez-SolísMarcela Quiroz-CastellanosPublished in: Int. J. Comb. Optim. Probl. Informatics (2017)
Keyphrases
- portfolio optimization
- portfolio management
- portfolio selection
- investment decisions
- robust optimization
- risk management
- multiple objectives
- problems involving
- factor analysis
- bi objective
- decision making
- stock market
- stock exchange
- sharpe ratio
- trading strategies
- stock price
- optimization methods
- optimization method
- management system