Login / Signup
Computing the Nondominated Surface in Tri-Criterion Portfolio Selection.
Markus Hirschberger
Ralph E. Steuer
Sebastian Utz
Maximilian Wimmer
Yue Qi
Published in:
Oper. Res. (2013)
Keyphrases
</>
portfolio selection
multistage stochastic
portfolio optimization
robust optimization
portfolio management
financial markets
neural network
genetic programming
minimax regret
optimal portfolio
long term
probability distribution
multiple objectives