Login / Signup
A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market.
Fouad Ben Abdelaziz
Rimeh El Fayedh
Ananth Rao
Published in:
INFOR Inf. Syst. Oper. Res. (2009)
Keyphrases
</>
portfolio selection
financial markets
portfolio management
stock market
multistage stochastic
optimal portfolio
portfolio optimization
monte carlo
data mining
long term
objective function
robust optimization
stock exchange