Portfolio optimization is the process of determining the best combination of securities and
proportions with the aim of having less risk and obtaining more profit in an investment …

This paper reviews recent advances in robust portfolio selection problems and their
extensions, from both operational research and financial perspectives. A multi-dimensional …

Portfolio management based on mean-variance portfolio optimization is subject to different
sources of uncertainty. In addition to those related to the quality of parameter estimates used …

Today, portfolio management is an important task for all companies. The aim of portfolio
selection is to choose a set of projects from a pool of possible projects such that the value of …

Optimizing a stock market portfolio requires decision making at two distinct stages, first is to
select the stocks and second is to assign distribution of investment amount among these …

Mean-variance portfolio optimization is subject to estimation errors for asset returns and
covariances. The search for robust solutions has been traditionally tackled using resampling …

Banking industry is the backbone of the economy of any country, and it does have many
operational issues as well as other financial issues. As regards to solving operational issues …

This paper proposes a regularized hypervolume (SMetric) selection algorithm. The proposal
is used for incorporating stability and diversification in financial portfolios obtained by …

In this thesis, we propose a suite of Evolutionary Algorithms (EA)-based protocols to solve
the problems of clustering and routing in Wireless Sensor Networks (WSNs). At the …

Anticipation in Multiple Criteria Decision-Making Under Uncertainty Page 1 Anticipation in
Multiple Criteria Decision-Making Under Uncertainty Carlos Renato Belo Azevedo Advisor …