Open AccessRobust multi-period and multi-objective portfolio selection
Author(s) -
Lin Jiang,
Song Wang
Publication year - 2019
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2019130
Subject(s) - portfolio , selection (genetic algorithm) , computer science , mathematical optimization , portfolio optimization , multi objective optimization , set (abstract data type) , ellipsoid , pareto principle , period (music) , mathematics , artificial intelligence , economics , financial economics , programming language , acoustics , physics , astronomy
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