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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JR_AMFA-9-2_004

تاریخ نمایه سازی: 29 مرداد 1403

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.