Portfolio optimization considering cardinality constraints and based on various risk factors using the differential evolution algorithm
Publish Year: 1400
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:
JR_AMFA-9-2_004
تاریخ نمایه سازی: 29 مرداد 1403
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Authors
Behnaz Ghadimi
Department of Financial Management, Central Tehran Branch, Islamic Azad University, Tehran, Iran.
Mehrzad Minooei
Department of Industrial Management, Central Tehran Branch, Islamic Azad University, Tehran, Iran.
Gholamreza Zomorodian
Department of Finance, Central Tehran Branch, Islamic Azad University, Tehran, Iran.
Mirfeiz Fallahshams
Department of Finance, Central Tehran Branch, Islamic Azad University, Tehran, Iran.