Research background: The shift towards globalization, technological innovations, and digital-
ization has led to the emergence of various innovative financial products, such as peer-to …

The fact that many stocks are traded in the marketplace makes the selection process of
choosing the right stocks for investment crucial and challenging. In the literature on stock …

Constructing the optimal portfolio by determining and selecting the best combinations of
multiple portfolios is computationally challenging due to its exponential complexity. This …

This paper aims to design a quadratic optimization model of an investment portfolio based
on value-at-risk (VaR) by entering risk-free assets and company liabilities. The designed …

Stock markets are popular investment avenues to people who plan to receive premium
returns compared to other financial instruments, but they are highly volatile and risky due to …

Stock is one of the investment assets that has its charm for investors. It is very liquid and has
a high rate of return, but it has a high risk. The strategy commonly used to minimize …

The paper is devoted to the application of the cluster approach to portfolio management,
based on the inclusion of sustainability component in the clustering. ESG-score provided by …

In this paper, multiobjective optimization problem is considered in which parameters of
objective functions (expected return, risk, skewness, kurtosis, and entropy) are estimated as …

Online portfolio selection is an integral component of wealth management. The fundamental
undertaking is to maximise returns while minimising risk given investor constraints. We aim …

Portfolio optimization is one of the essential fields of focus in finance. There has been an
increasing demand for novel computational methods in this area to compute portfolios with …