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 degree of...
| Published in: | Scientific World Journal pp. 578182 - 578183 |
|---|---|
| Main Author: | |
| Format: | research Journal Article |
| Published: |
Wiley-Blackwell
2014
|
| Online Access: | View this record in EBSCOhost |