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...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English English |
| Published: |
IEEE Access
2023
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| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/37693/1/ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/37693/2/FULL%20TEXT.pdf |