Portfolio Optimization by Using the Symbiotic Organisms Search

The portfolio optimization has become one of the most important issues for the companies operating in the capital market. When the real-world conditions and restrictions, including cardinality constraint are considered in portfolio optimization, the problem is not easily solvable. Therefore using th...

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Bibliographic Details
Main Authors: Emran Mohammadi, Seyed Erfan Mohammadi, Shahin Ramtinnia
Format: Article
Language:fas
Published: University of Tehran 2016-06-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_61597_4cde4cd30cf05f2a9f9f524af455029c.pdf