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Portfolio Optimization Problems in Different Input Data using Particle Swarm Optimization

  • Alizadeh Z
  • Panahian H
International Journal of Computer Applications (2012) 50(2) 23-26
DOI: 10.5120/7743-0795
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Abstract

… Markowitz proposed a problem as a quadratic programming with the aim of minimizing the variance of the asset with the condition that the expected return is equal to a constant value … The mean-variance model for portfolio optimization problem is: Page 2 …

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Alizadeh, Z., & Panahian, H. (2012). Portfolio Optimization Problems in Different Input Data using Particle Swarm Optimization. International Journal of Computer Applications, 50(2), 23–26. https://doi.org/10.5120/7743-0795

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