Work

Portfolio Selection Optimization Problem Under Systemic Risks

Year: 2020

Type: article

Source: Advances in Industrial Engineering

DOI: 10.22059/jieng.2021.321882.1759

Authors: Mohammad Ali Dehghan Dehnavi, Mohammad Mahdi Bahrololoum, Moslem Peymany Foroushany, Sayyed Ali Raeiszadeh

Institution: Allameh Tabataba'i University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3172981908

FWCI: 0.15

Cites:

Cited by: 1

Related to: 10