A squirrel search algorithm for the multi-objective portfolio optimisation with transaction costs
Portfolio optimisation (PO) is the problem of deciding how much of an investor’s wealth should be invested in each asset amongst a universe of assets so as to obtain a reasonable trade-off between return and risk objectives. In this paper, we address this problem including real-life constraints such...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-06-01
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| Series: | Scientific African |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S246822762400111X |