A hybrid algorithm for constrained portfolio selection problems
نویسندگان
چکیده
منابع مشابه
Hybrid Algorithm for Constrained Portfolio Selection Problem
Since Markowitz’s seminal work on the meanvariance model in modern portfolio theory, many studies have been conducted on computational techniques and recently meta-heuristics for portfolio selection problems. In this work, we propose and investigate a new hybrid algorithm integrating the population based incremental learning and differential evolution algorithms for the portfolio selection prob...
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ژورنال
عنوان ژورنال: Applied Intelligence
سال: 2013
ISSN: 0924-669X,1573-7497
DOI: 10.1007/s10489-012-0411-7