Goal programming for financial portfolio management: a state-of-the-art review
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DOI: 10.1007/s12351-017-0337-2
Abstract: Over the last decades, the Goal Programming (GP) model has been applied to financial portfolio management and/or selection problem in decision-making contexts where several conflicting and incommensurable objectives are simultaneously aggregated. The aim of this… read more here.
Keywords: goal programming; financial portfolio; portfolio management; portfolio ... See more keywords
Application of Genetic Optimization Algorithm in Financial Portfolio Problem
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DOI: 10.1155/2022/5246309
Abstract: In order to address the application of genetic optimization algorithms to financial investment portfolio issues, the optimal allocation rate must be high and the risk is low. This paper uses quadratic programming algorithms and genetic… read more here.
Keywords: financial portfolio; algorithm; portfolio; genetic optimization ... See more keywords