Studying of Volatility and Risk in Portfolio-Optimization Model Using of Imperialist Competitive Algorithm

The dynamics of capital markets is one of the main effective parameters of economy growth of each country. Selecting of optimal collection of properties is one of the capital market theories that has the certain importance in economics. The main aim of this research is solving stock portfolio-optimi...

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Bibliographic Details
Main Authors: Laya Neshatizade, Hassan Haidari
Format: Article
Language:fas
Published: Semnan University 2018-09-01
Series:مدلسازی اقتصادسنجی
Subjects:
Online Access:https://jem.semnan.ac.ir/article_3851_6d80bc8bd93a0901add6a03bb82612fc.pdf