CONSTRAINED PORTFOLIO SELECTION OPTIMIZATION USING CALIBRATED GENETIC ALGORITHM
Portfolios are a proper collection of investments choosing by an organization or a person. Hence portfolio optimization is a very prominent problem by optimizing which we can attain more profit with the less risk. In this paper, we consider a portfolio optimization problem with some constraints such...
| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | fas |
| Publicado em: |
Semnan University
2014-11-01
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| coleção: | مجله مدل سازی در مهندسی |
| Assuntos: | |
| Acesso em linha: | https://modelling.semnan.ac.ir/article_1675_4b864b7e3fe5c98631015e90e612590e.pdf |