An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection
نویسندگان
چکیده
منابع مشابه
An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection
Portfolio selection is an important issue for researchers and practitioners. In this paper, under the assumption that security returns are given by experts' evaluations rather than historical data, we discuss the portfolio adjusting problem which takes transaction costs and diversification degree of portfolio into consideration. Uncertain variables are employed to describe the security returns....
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ژورنال
عنوان ژورنال: The Scientific World Journal
سال: 2014
ISSN: 2356-6140,1537-744X
DOI: 10.1155/2014/578182