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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| 主要作者: | |
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| 格式: | Thesis |
| 語言: | English |
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2020
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| 主題: | |
| 在線閱讀: | http://eprints.utm.my/id/eprint/102421/1/KashifZaheerPFS2021.pdf.pdf |
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