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...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Semnan University
2014-11-01
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| Series: | مجله مدل سازی در مهندسی |
| Subjects: | |
| Online Access: | https://modelling.semnan.ac.ir/article_1675_4b864b7e3fe5c98631015e90e612590e.pdf |