Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588): Difference between revisions
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Revision as of 15:11, 29 February 2024
scientific article
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English | 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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