Optimal Portfolio Allocation based on two Novel Risk Measures and Genetic Algorithm
The problem of optimal portfolio selection has attracted a great attention in the finance and optimization field. The future stock price should be predicted in an acceptable precision, and a suitable model and criterion for risk and the expected return of the stock portfolio should be proposed in or...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Sistan and Baluchestan
2018-07-01
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| Series: | International Journal of Business and Development Studies |
| Subjects: | |
| Online Access: | https://ijbds.usb.ac.ir/article_4056_6a61144ea519ec3a0274c2b5ce8addc6.pdf |