Solving constrained mean-variance portfolio optimization problems using spiral optimization algorithm
Year of publication: |
2022
|
---|---|
Authors: | Febrianti, Werry ; Sidarto, Kuntjoro Adji ; Sumarti, Novriana |
Subject: | constrained portfolio optimization | mixed integer nonlinear programming | spiral optimization algorithm | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Algorithmus | Algorithm | Nichtlineare Optimierung | Nonlinear programming | Ganzzahlige Optimierung | Integer programming |
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