An adaptive metaheuristic approach for risk-budgeted portfolio optimization

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Main Authors: Gandikota, Naga Sunil Kumar, Hasan, Mohd Hilmi, Jaafar, Jafreezal
Format: Article
Published: IAES Institute of Advanced Engineering and Science 2023
Online Access:http://scholars.utp.edu.my/id/eprint/37040/
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spelling oai:scholars.utp.edu.my:370402023-09-06T04:46:18Z http://scholars.utp.edu.my/id/eprint/37040/ An adaptive metaheuristic approach for risk-budgeted portfolio optimization Gandikota, Naga Sunil Kumar Hasan, Mohd Hilmi Jaafar, Jafreezal IAES Institute of Advanced Engineering and Science 2023 Article NonPeerReviewed Gandikota, Naga Sunil Kumar and Hasan, Mohd Hilmi and Jaafar, Jafreezal (2023) An adaptive metaheuristic approach for risk-budgeted portfolio optimization. IAES International Journal of Artificial Intelligence, 12 (1). p. 305.
institution Universiti Teknologi Petronas
building UTP Resource Centre
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Petronas
content_source UTP Institutional Repository
url_provider http://eprints.utp.edu.my/
format Article
author Gandikota, Naga Sunil Kumar
Hasan, Mohd Hilmi
Jaafar, Jafreezal
spellingShingle Gandikota, Naga Sunil Kumar
Hasan, Mohd Hilmi
Jaafar, Jafreezal
An adaptive metaheuristic approach for risk-budgeted portfolio optimization
author_facet Gandikota, Naga Sunil Kumar
Hasan, Mohd Hilmi
Jaafar, Jafreezal
author_sort Gandikota, Naga Sunil Kumar
title An adaptive metaheuristic approach for risk-budgeted portfolio optimization
title_short An adaptive metaheuristic approach for risk-budgeted portfolio optimization
title_full An adaptive metaheuristic approach for risk-budgeted portfolio optimization
title_fullStr An adaptive metaheuristic approach for risk-budgeted portfolio optimization
title_full_unstemmed An adaptive metaheuristic approach for risk-budgeted portfolio optimization
title_sort adaptive metaheuristic approach for risk-budgeted portfolio optimization
publisher IAES Institute of Advanced Engineering and Science
publishDate 2023
url http://scholars.utp.edu.my/id/eprint/37040/
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