Modelling of multiple constraints portfolio optimization using modified particle swarm optimization

In finance, the portfolio is the set of investment in the assets. Meanwhile, its optimization leads towards the best selection and diversification of investments. Portfolio optimization involves the objectives (mean, variance or Sharp Ratio (SR)) and constraints (budget, short sell, outliers, cardin...

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Détails bibliographiques
Auteur principal:	Zaheer, Kashif
Format:	Thèse
Langue:	anglais
Publié:	2020
Sujets:	QA Mathematics
Accès en ligne:	http://eprints.utm.my/102421/1/KashifZaheerPFS2021.pdf.pdf

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