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pro vyhledávání: '"Saranj, Alireza"'
Autor:
Saranj, Alireza, Zolfaghari, Mehdi
Publikováno v:
In Energy Reports November 2022 8:7657-7679
Portfolio optimization has been a major topic of research in finance, as it has a significant impact on investment profit. In this paper, we investigate the problem of data uncertainty in convex multi-objective portfolio optimization. We extend Berts
Externí odkaz:
http://arxiv.org/abs/1711.03716
Autor:
Jandaghi, Gholamreza1, Saranj, Alireza2 alisaranj@ut.ac.ir, Rajaei, Reza3, Ghasemi, Ahmadreza4, Tehrani, Reza5
Publikováno v:
Iranian Journal of Management Studies. Autumn2021, Vol. 14 Issue 4, p817-834. 18p.