INTEGRATED METAHEURISTIC OPTIMIZATION OF 130-30 INVESTMENT-STRATEGY-BASED LONG-SHORT PORTFOLIOS
Author:
Affiliation:
1. Department of Computer Applications; PSG College of Technology; Coimbatore; India
2. Tactical Asset Allocation and Overlay; Lombard Odier Darier Hentsch Gestion; Paris; France
Publisher
Wiley
Subject
Finance,General Business, Management and Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/isaf.335/fullpdf
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5. Particle swarm optimization approach to portfolio optimization;Cura;Nonlinear Analysis: Real World Applications,2009
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