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An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection
Portfolio selection is an important issue for researchers and practitioners. In this paper, under the assumption that security returns are given by experts' evaluations rather than historical data, we discuss the portfolio adjusting problem which takes transaction costs and diversification degr...
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| Hovedforfatter: | |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Hindawi Publishing Corporation
2014
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4098991/ https://ncbi.nlm.nih.gov/pubmed/25089292 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1155/2014/578182 |
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