Application of constrained spider monkey optimization to solve portfolio optimization problem
Year of publication: |
2019
|
---|---|
Authors: | Gupta, Kavita ; Deep, Kusum ; Nagar, Atulya |
Published in: |
Decision science in action : theory and applications of modern decision analytic optimisation. - Singapore : Springer, ISBN 981-13-0859-4. - 2019, p. 175-191
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
-
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
-
Portfolio optimization in incomplete financial markets
Schachermayer, Walter, (2004)
-
Efficient asset management: a practical guide to stock portfolio optimization and asset allocation
Michaud, Richard O., (2008)
- More ...
-
Performance of sine-cosine algorithm on large-scale optimization problems
Pal, Puneet Kumar, (2019)
-
Novel advancements in electrical power planning and performance
Shandilya, Smita, (2020)
-
Shandilya, Smita, (2016)
- More ...