Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization
Year of publication: |
2008
|
---|---|
Authors: | Thomaidis, Nikos ; Angelidis, Timotheos ; Vassiliadis, Vassilios ; Dounias, Georgios |
Institutions: | Department of Economics, University of Peloponnese |
Subject: | Active portfolio management | tracking error | particle swarm optimization |
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