Portfolio optimization of equity mutual funds with fuzzy return rates and risks.
Liang-Hsuan ChenLindsay HuangPublished in: Expert Syst. Appl. (2009)
Keyphrases
- portfolio optimization
- risk management
- stock market
- sharpe ratio
- portfolio selection
- portfolio management
- decision support system
- problems involving
- robust optimization
- bi objective
- stock price
- factor analysis
- long term
- stock exchange
- optimization methods
- decision making
- short term
- software projects
- neural network
- project management
- knapsack problem
- optimization problems
- management system
- evolutionary algorithm
- feature extraction