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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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Auteurs principaux: Saeid Qodsi, Reza Tehrani, Mahdi Bashiri
Format: Artigo
Langue:Persa
Publié: University of Tehran 2015-03-01
Collection:تحقیقات مالی
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Accès en ligne:https://jfr.ut.ac.ir/article_52036_5a7c55adf5a172c06cf1cbb964a97c89.pdf
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