Multiobjective portfolio optimization : forecasting and evaluation under investment horizon heterogeneity
Year of publication: |
2023
|
---|---|
Authors: | Dai, Xingyu ; Zhang, Dongna ; Lau, Chi Keung ; Wang, Qunwei |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 8, p. 2167-2196
|
Subject: | allocation forecasting | GAS-D-Vine-Copula | multiobjective optimization | multitimescale analysis | portfolio evaluation | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Mathematische Optimierung | Mathematical programming |
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