Loading...
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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Artigo |
| Language: | Inglês |
| Published: |
Hindawi Publishing Corporation
2014
|
| Subjects: | |
| Online Access: | 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|