Portfolio optimization in the capital market bubble space, an application of meta-heuristic algorithms
Iman Mohammadi, Hamzeh Mohammadi Khoshouei, Arezoo Aghaei Chadegani
| Year of publication: |
2023
|
|---|---|
| Authors: | Mohammadi, Iman ; Khoshouei, Hamzeh Mohammadi ; Chadegani, Arezoo Aghaei |
| Subject: | Meta-heuristic algorithm | Portfolio optimization | Price bubble | Returns | Risk | Portfolio-Management | Portfolio selection | Spekulationsblase | Bubbles | Finanzmarkt | Financial market | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Kapitaleinkommen | Capital income | Heuristik | Heuristics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-03-2022-0133 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014252578