Portfolio optimization with tri-objective for index fund management.
Yao-Tsung ChenYang ShengPublished in: Algorithmic Finance (2022)
Keyphrases
- portfolio optimization
- portfolio selection
- portfolio management
- multiple objectives
- robust optimization
- problems involving
- stock market
- risk management
- information systems
- bi objective
- management system
- investment decisions
- factor analysis
- optimization methods
- project management
- multi objective
- financial markets
- optimization problems