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Portfolio Optimization Using Particle Swarms with Stripes
In this paper it is consider the Portfolio Optimization Problem developed by Markowitz [11]. The basic assumption is that the investor tries to maximize his/her profit and at the same time, wants to minimize the risk. This problem is usually solved using a scalarization approach (with one objective)...
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| 發表在: | Revista de Matemática: Teoría y Aplicaciones |
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| 主要作者: | |
| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
Universidad de Costa Rica
2009
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| 主題: | |
| 在線閱讀: | https://www.redalyc.org/articulo.oa?id=45326951002 |
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