Portfolio Optimization Problem: A Taxonomic Review of Solution Methodologies

This survey paper provides an overview of current developments for the Portfolio Optimisation Problem (POP) based on articles published from 2018 to 2022. It reviews the latest solution methodologies utilised in addressing POPs in terms of mechanisms and performance. The methodologies are categorise...

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Bibliographic Details
Main Authors: Zi Xuan Loke, Say Leng Goh, Graham Kendall, Salwani Abdullah, Nasser R. Sabar
Format: Article
Language:English
Published: IEEE 2023-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/10087257/