Portfolio optimization in stochastic markets.

Ulas Çakmak Süleyman Özekici

Published in: Math. Methods Oper. Res. (2006)

Keyphrases

portfolio optimization
portfolio selection
portfolio management
factor analysis
problems involving
stock market
risk management
financial markets
robust optimization
optimization methods
stock price
stock exchange
bi objective
data mining
investment decisions
statistically significant
multi objective