In this paper, it is shown a comparison of the application of particle swarm optimization and genetic algorithms to portfolio management, in a constrained portfolio optimization problem where no short sales are allowed. The objective function to be minimized is the value at risk calculated using his
โฆ LIBER โฆ
Diversifying risk in portfolios using a variable-size genetic relation algorithm
โ Scribed by Victor Parque; Shingo Mabu; Kotaro Hirasawa
- Book ID
- 112215964
- Publisher
- John Wiley and Sons
- Year
- 2012
- Tongue
- English
- Weight
- 434 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1931-4973
No coin nor oath required. For personal study only.
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