Biogeography-Based Optimization of the Portfolio Optimization Problem with Second Order Stochastic Dominance Constraints
The portfolio optimization problem is the central problem of modern economics and decision theory; there is the Mean-Variance Model and Stochastic Dominance Model for solving this problem. In this paper, based on the second order stochastic dominance constraints, we propose the improved biogeography...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2017-08-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/10/3/100 |