A more human-like portfolio optimization approach.

Thuener Silva Plácido Rogério Pinheiro Marcus Poggi

Published in: Eur. J. Oper. Res. (2017)

Keyphrases

portfolio optimization
portfolio selection
portfolio management
problems involving
risk management
stock market
robust optimization
optimization methods
factor analysis
stock price
bi objective
stock exchange
investment decisions
expert systems
cost function