Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions.

Pathairat Pastpipatkul Woraphon Yamaka Songsak Sriboonchitta

Published in: ECONVN (2018)

Keyphrases

portfolio selection
aggregation functions
transaction costs
multistage stochastic
portfolio optimization
portfolio management
multiple objectives
financial markets
robust optimization
stock exchange
stock price
probability distribution
optimal portfolio
decision making
evolutionary algorithm
multi objective