A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices
(2019)
Journal Article
Cui, T., Bai, R., Ding, S., Parkes, A. J., Qu, R., He, F., & Li, J. (2020). A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices. Soft Computing, 24, 2809–2831. https://doi.org/10.1007/s00500-019-04517-y
© 2019, Springer-Verlag GmbH Germany, part of Springer Nature. Portfolio optimization is one of the most important problems in the finance field. The traditional Markowitz mean-variance model is often unrealistic since it relies on the perfect market... Read More about A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices.