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Portfolio optimization with simulated annealing algorithm
The Markowitz issue of optimization can’t be solved by precise mathematical methods such as second order schematization, when real world condition and limitations are considered. On the other hand, most managers prefer to manage a small Portfolio of available assets in place of a huge Portfolio. It...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Persa |
| Pubblicazione: |
University of Tehran
2015-03-01
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| Serie: | تحقیقات مالی |
| Soggetti: | |
| Accesso online: | https://jfr.ut.ac.ir/article_52036_5a7c55adf5a172c06cf1cbb964a97c89.pdf |
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