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Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths
The COVID-19 pandemic is unleashing crises of humanity, economy, and finance. Portfolio selection is widely recognized as the foundation of modern financial economics. Therefore, it is naturally crucial and inviting to utilize portfolio selection in order to counter COVID-19 in stock markets. We ori...
Autores principales: | Qi, Yue, Liao, Kezhi, Liu, Tongyang, Zhang, Yu |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
The Authors. Published by Elsevier Ltd.
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9476468/ http://dx.doi.org/10.1016/j.orp.2022.100252 |
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