Two Stage Portfolio Selection and Optimization Model with the Hybrid Particle Swarm Optimization
The selection criteria play an important role in the portfolio optimization using any ratio model. In this paper, the authors have considered the mean return as profit and variance of return as risk on the asset return as selection criteria, as the first stage to optimize the selected portfolio. Fur...
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| 主要な著者: | , , , |
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Penerbit UTM Press
2018
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| 主題: | |
| オンライン･アクセス: | http://eprints.utm.my/id/eprint/85077/1/MohdIsmailAbdAziz2018_TwoStagePortfolioSelectionandOptimizationModel.pdf http://eprints.utm.my/id/eprint/85077/ http://dx.doi.org/10.11113/matematika.v34.n1.1001 |
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