Gray Wolf Optimization Algorithm for Multi-Constraints Second-Order Stochastic Dominance Portfolio Optimization
In the field of investment, how to construct a suitable portfolio based on historical data is still an important issue. The second-order stochastic dominant constraint is a branch of the stochastic dominant constraint theory. However, only considering the second-order stochastic dominant constraints...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-05-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1999-4893/11/5/72 |