Gray Wolf Optimization Algorithm for Multi-Constraints Second-Order Stochastic Dominance Portfolio Optimization
Author:
Publisher
MDPI AG
Subject
Computational Mathematics,Computational Theory and Mathematics,Numerical Analysis,Theoretical Computer Science
Link
http://www.mdpi.com/1999-4893/11/5/72/pdf
Reference39 articles.
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2. Portfolio Selection: Efficient Diversification of Investments;Markowitz,1959
3. Mean-VaR portfolio optimization: A nonparametric approach
4. Portfolio selection and skewness: Evidence from international stock markets
5. Computation of mean-semivariance efficient sets by the Critical Line Algorithm
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