Meybodi, Fatemeh Khaleghi; Denavi, Hassan Dehghan; … - In: International Journal of Academic Research in … 4 (2014) 2, pp. 334-342
Markowitz optimization problem so determination of investment efficient set, while the number of investable assets and constraints in the market is low can be solved by mathematical models. But when real-world conditions and limitations to be considered, portfolio optimization problem cannot...