Modelling of multiple constraints portfolio optimization using modified particle swarm optimization

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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書目詳細資料
主要作者:	Zaheer, Kashif
格式:	Thesis
語言:	English
出版:	2020
主題:	QA Mathematics
在線閱讀:	http://eprints.utm.my/id/eprint/102421/1/KashifZaheerPFS2021.pdf.pdf
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