Portfolio Optimization According to Variance and Value at Risk Using MOACO, NSGA II and MOABC Algorithms
the portfolio optimization problem is one of the important issues in the field of investment, which has led to the presentation of various models to solve them. These problems are nonlinear and NP-Hard and they are very difficult and time-consuming to solve accurately. Since meta-heuristic methods h...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Securities Exchange
2022-05-01
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| Series: | فصلنامه بورس اوراق بهادار |
| Subjects: | |
| Online Access: | https://journal.seo.ir/article_11252_e81fb5c66a2b1b718b93b9d9ed1b016c.pdf |