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Simulation of security returns for testing portfolio selection procedures.

George M. FrankfurterHerbert E. PhillipsJohn P. Seagle
Published in: WSC (1971)
Keyphrases
  • portfolio selection
  • multistage stochastic
  • portfolio management
  • financial markets
  • portfolio optimization
  • decision making
  • robust optimization
  • data mining
  • genetic algorithm
  • long term
  • multiple objectives