Metaheuristics for portfolio optimization
Portfolio optimization refers to allocating an amount of investors’ wealth to different assets in order to satisfy the investors’ preferences for return and risk. We address the portfolio optimization problem with real-world constraints, where traditional optimization methods fail to efficiently fin...
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| Format: | conferenceObject |
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2017
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| Online Access: | http://hdl.handle.net/10725/7958 http://dx.doi.org/10.1007/978-3-319-61833-3_9 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://link.springer.com/chapter/10.1007/978-3-319-61833-3_9 |
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