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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...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awduron: Saeid Qodsi, Reza Tehrani, Mahdi Bashiri
Fformat: Artigo
Iaith:Persa
Cyhoeddwyd: University of Tehran 2015-03-01
Cyfres:تحقیقات مالی
Pynciau:
Mynediad Ar-lein:https://jfr.ut.ac.ir/article_52036_5a7c55adf5a172c06cf1cbb964a97c89.pdf
Tagiau: Ychwanegu Tag
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