Open AccessRobust Optimization in Portfolio Selection by m-MAD Model Approach
Author(s) -
Alireza Ghahtarani,
Amir Abbas Najafi
Publication year - 2018
Publication title -
economic computation and economic cybernetics studies and research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.258
H-Index - 18
eISSN - 1842-3264
pISSN - 0424-267X
DOI - 10.24818/18423264/52.1.18.17
Subject(s) - selection (genetic algorithm) , portfolio , portfolio optimization , computer science , mathematical optimization , robust optimization , artificial intelligence , economics , mathematics , financial economics