Optimization
Application of Covariance Matrix Adaptation-Evolution Strategy to Optimal Portfolio

S. Amir Ghoreishi; Hamid Khaloozadeh

Volume 2, Issue 2 , April 2019, , Pages 81-90

http://dx.doi.org/10.22111/ieco.2018.25860.1058

Abstract
  Capital portfolio management is considered an important issue in the field of economics and its main subject is about the scientific management of combination choice of assets that meet the specific investment objectives. Maximizing returns and minimizing asset risk are the most important goals in the ...  Read More