Portfolio selection with qualitative input - Chiarawongse, Anant; Kiatsupaibul, Seksan; Tirapat, Sunti; Roy, Benjamin Van (Journal of banking & finance, 2012)
Keywords: Algorithms; Bayesian method; Expected returns; Heuristic; Inequality; Markov analysis; Markovian processes; Monte Carlo simulation; Optimization algorithms; Portfolio investments; Portfolio selection; Qualitative analysis; Simulation; Studies