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A Multi-Objective Robust Optimization Model for the Portfolio Rebalancing Problem with Constant Proportion Portfolio Insurance Strategy: Evidence from the US Stock Market

Crossref DOI link: https://doi.org/10.1007/s10614-025-10953-w

Published Online: 2025-05-28

Published Print: 2026-05

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Vafaeikhah, Mohammadhossein

Najafi, Amir Abbas https://orcid.org/0000-0001-5671-0827
Rezaei, Fatemeh
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Text and Data Mining valid from 2025-05-28

Version of Record valid from 2025-05-28
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Article History

Accepted: 6 April 2025

First Online: 28 May 2025

Declarations

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: The authors have no relevant financial or non-financial interests to disclose.

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