Harmony Search for Portfolio Optimization Problems
碩士 === 元智大學 === 工業工程與管理學系 === 99 === This study proposes a harmony search algorithm for solving constrained portfolio optimization problems with the objective of investment return maximization and risk minimization according to Chang et al. (2000) which is based on the mean-variance model of Mark...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/30581158851267741042 |