Lataa...

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...

Täydet tiedot

Tallennettuna:
Bibliografiset tiedot
Päätekijät: Saeid Qodsi, Reza Tehrani, Mahdi Bashiri
Aineistotyyppi: Artigo
Kieli:Persa
Julkaistu: University of Tehran 2015-03-01
Sarja:تحقیقات مالی
Aiheet:
Linkit:https://jfr.ut.ac.ir/article_52036_5a7c55adf5a172c06cf1cbb964a97c89.pdf
Tagit: Lisää tagi
Ei tageja, Lisää ensimmäinen tagi!