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A novel two-phase robust portfolio selection and optimization approach under uncertainty: A case study of Tehran stock exchange
Portfolio construction is one of the most critical problems in financial markets. In this paper, a new two-phase robust portfolio selection and optimization approach is proposed to deal with the uncertainty of the data, increasing the robustness of investment process against uncertainty, decreasing...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7549800/ https://www.ncbi.nlm.nih.gov/pubmed/33045010 http://dx.doi.org/10.1371/journal.pone.0239810 |