A survey on portfolio optimisation with metaheuristics.
A portfolio optimisation problem involves allocation of investment to a number of different assets to maximize return and minimize risk in a given investment period. The selected assets in a portfolio not only collectively contribute to its return but also interactively define its risk as usuall...
| Main Authors: | , |
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| Language: | en |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10454/2456 |