Modelling of multiple constraints portfolio optimization using modified particle swarm optimization

In finance, the portfolio is the set of investment in the assets. Meanwhile, its optimization leads towards the best selection and diversification of investments. Portfolio optimization involves the objectives (mean, variance or Sharp Ratio (SR)) and constraints (budget, short sell, outliers, cardin...

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Bibliographic Details
Main Author: Zaheer, Kashif
Format: Thesis
Published: 2020
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