Work

Handling uncertainty through confidence intervals in portfolio optimization

Year: 2018

Type: article

Source: Swarm and Evolutionary Computation

DOI: 10.1016/j.swevo.2018.08.010

Authors: Efrain Solares, Carlos A. Coello Coello, Eduardo Fernandez, Jorge Navarro

Institutions: Universidad Autónoma de Sinaloa, Centro de Investigación y de Estudios Avanzados del Instituto Politécnico Nacional

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Science and Technology Entrepreneurship Development Board, Consejo Nacional de Ciencia y Tecnología

Awards: G3704552342, G6525037812, G6735711998, G7892160842

OpenAlex ID: W2891504713

FWCI: 2.858

Cites: 55

Cited by: 26

Related to: 10