Portfolio optimization considering cardinality constraints and based on various risk factors using the differential evolution algorithm
عنوان مقاله: Portfolio optimization considering cardinality constraints and based on various risk factors using the differential evolution algorithm
شناسه ملی مقاله: JR_AMFA-9-2_004
منتشر شده در در سال 1400
شناسه ملی مقاله: JR_AMFA-9-2_004
منتشر شده در در سال 1400
مشخصات نویسندگان مقاله:
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.
خلاصه مقاله:
کلمات کلیدی:
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.
Cardinality constraint
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/2056919/