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Mean-variance and Safety-first Portfolio Selection Utilizing Historical Returns of Forbes Asia's Fab50 Companies.
G. C. Altes
M. N. Young
Yogi Tri Prasetyo
Reny Nadlifatin
Published in:
IEEM (2022)
Keyphrases
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portfolio selection
multistage stochastic
portfolio optimization
coal mining
financial markets
portfolio management
historical data
robust optimization
multiple objectives
artificial intelligence
information extraction
transaction costs