A Survey on Gaps between Mean-Variance Approach and Exponential Growth Rate Approach for Portfolio Optimization.
Zhao-Rong LaiHaisheng YangPublished in: ACM Comput. Surv. (2023)
Keyphrases
- portfolio optimization
- growth rate
- portfolio selection
- problems involving
- risk management
- bi objective
- stock market
- factor analysis
- portfolio management
- optimization methods
- stock price
- highly correlated
- robust optimization
- economic development
- stock exchange
- investment decisions
- multi objective
- non stationary
- network design
- software engineering