Portfolio optimization in real financial markets with both uncertainty and randomness
Bo Li, Kok Lay Teo
Topics & Concepts
RandomnessPortfolio optimizationPortfolioFinancial marketEconometricsRandom variableSkewnessIndeterminacy (philosophy)Computer scienceEconomicsMathematical optimizationMathematicsFinancial economicsFinanceStatisticsPhysicsQuantum mechanicsFuzzy Systems and OptimizationRisk and Portfolio OptimizationEconomic theories and models