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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...

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Detalles Bibliográficos
Autores principales:	Zhai, Q. H., Ye, T., Huang, M. X., Feng, S. L., Li, H.
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Hindawi 2020
Materias:	Research Article
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

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