An adaptive metaheuristic approach for risk-budgeted portfolio optimization
An investment portfolio implies the assortment of assets invested in the commodity market and equity funds across global markets. The critical issue associated with any portfolio under its optimization entails the achievement of an optimal Sharpe ratio related to risk-return. This issue turns comple...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Institute of Advanced Engineering and Science
2023
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| Online Access: | http://scholars.utp.edu.my/id/eprint/34122/ https://www.scopus.com/inward/record.uri?eid=2-s2.0-85140461793&doi=10.11591%2fijai.v12.i1.pp305-314&partnerID=40&md5=7a8e4feae49fc89941a2feebab80435b |
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