Portfolio optimization by heuristic algorithms
Portfolio optimization is a major activity in business. It is intensively studied by researchers. Conventional portfolio optimization research made simplifying assumptions. For example, they assumed no constraint in how many assets one holds (cardinality constraint). They also assume no minimum and...
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University of Essex
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.635985 |