Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588): Difference between revisions

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Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization
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    Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (English)
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    9 July 2019
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    portfolio optimization
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    cardinality constraint
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    risk parity
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    hybrid constraint-handling
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    MOPSO
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