A Hybrid Optimization and Data-Driven Approach to Understand the Role of the Risk-Aversion Profile Parameter in Portfolio Optimization Problems with Shorting Constraints

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dc.contributor.authorFrancisco Fernández‐Navarro
dc.contributor.authorMariano Carbonero-Ruz
dc.contributor.authorAntonio M. Durán-Rosal
dc.coverage.spatialBolivia
dc.date.accessioned2026-03-22T20:48:31Z
dc.date.available2026-03-22T20:48:31Z
dc.date.issued2023
dc.identifier.doi10.2139/ssrn.4494088
dc.identifier.urihttps://doi.org/10.2139/ssrn.4494088
dc.identifier.urihttps://andeanlibrary.org/handle/123456789/84189
dc.language.isoen
dc.publisherRELX Group (Netherlands)
dc.relation.ispartofSSRN Electronic Journal
dc.sourceUniversidad de Málaga
dc.subjectPortfolio optimization
dc.subjectPortfolio
dc.subjectRisk aversion (psychology)
dc.subjectMathematical optimization
dc.subjectEconomics
dc.subjectRobust optimization
dc.subjectEconometrics
dc.subjectOptimization problem
dc.subjectComputer science
dc.subjectActuarial science
dc.titleA Hybrid Optimization and Data-Driven Approach to Understand the Role of the Risk-Aversion Profile Parameter in Portfolio Optimization Problems with Shorting Constraints
dc.typepreprint

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