A multiobjective multiperiod portfolio selection approach with different investor attitudes under an uncertain environment.
Sanjay YadavPankaj GuptaMukesh Kumar MehlawatArun KumarPublished in: Soft Comput. (2024)
Keyphrases
- portfolio selection
- multi objective
- multiple objectives
- robust optimization
- financial markets
- multistage stochastic
- portfolio optimization
- evolutionary algorithm
- optimization algorithm
- portfolio management
- multiobjective optimization
- optimal portfolio
- genetic algorithm
- bi objective
- multi objective optimization
- artificial intelligence
- particle swarm optimization
- stock market
- linear programming
- decision making