ASSET ALLOCATION AND PORTFOLIO OPTIMIZATION PROBLEMS WITH METAHEURISTICS: A LITERATURE SURVEY
The main objective of Markowitz work is seeking optimal allocation of wealth on a defined number of assets while minimizing risk and maximizing returns of expected portfolio. At the beginning, proposed models in this issue are resolved basing on quadratic programming. Unfortunately, the real state o...
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| Format: | Article |
| Language: | English |
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Bucharest University of Economic Studies
2013-12-01
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| Series: | Business Excellence and Management |
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| Online Access: | http://beman.ase.ro/no34/4.pdf |