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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...

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Detalles Bibliográficos
Autores principales: Peykani, Pejman, Mohammadi, Emran, Jabbarzadeh, Armin, Rostamy-Malkhalifeh, Mohsen, Pishvaee, Mir Saman
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2020
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

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