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 degr...

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Detalles Bibliográficos
Autor principal: Chen, Wei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4098991/
https://www.ncbi.nlm.nih.gov/pubmed/25089292
http://dx.doi.org/10.1155/2014/578182

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4098991/
https://www.ncbi.nlm.nih.gov/pubmed/25089292
http://dx.doi.org/10.1155/2014/578182

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