Cargando…
Whale Optimization Algorithm for Multiconstraint Second-Order Stochastic Dominance Portfolio Optimization
In the field of asset allocation, how to balance the returns of an investment portfolio and its fluctuations is the core issue. Capital asset pricing model, arbitrage pricing theory, and Fama–French three-factor model were used to quantify the price of individual stocks and portfolios. Based on the...
| Autores principales: | , , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi
2020
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7474746/ https://www.ncbi.nlm.nih.gov/pubmed/32908478 http://dx.doi.org/10.1155/2020/8834162 |