Portfolio optimization using particle swarm optimization method
The Markowitz’s optimization problem is considered as a standard quadratic programming problem that has exact mathematical solutions. Considering real world limits and conditions, the portfolio optimization problem is a mixed quadratic and integer programming problem for which efficient algorithms d...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2010-07-01
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| Series: | تحقیقات مالی |
| Online Access: | https://jfr.ut.ac.ir/article_21735_c8df85c8f1756cfee8388007e69e32f4.pdf |