Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths

The COVID-19 pandemic is unleashing crises of humanity, economy, and finance. Portfolio selection is widely recognized as the foundation of modern financial economics. Therefore, it is naturally crucial and inviting to utilize portfolio selection in order to counter COVID-19 in stock markets. We ori...

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Bibliographic Details
Main Authors: Yue Qi, Kezhi Liao, Tongyang Liu, Yu Zhang
Format: Article
Language:English
Published: Elsevier 2022-01-01
Series:Operations Research Perspectives
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2214716022000239