Portfolio Optimization Using Particle Swarms with Stripes

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Portfolio Optimization Using Particle Swarms with Stripes

En el presente trabajo se considera el problema de optimización de portafolios desarrollado por Markowitz [11]. El supuesto básico es que el inversor intenta maximizar sus beneficios y al mismo tiempo, quiere minimizar el riesgo. Este problema se suele resolver mediante un enfoque de esscalarización...

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Bibliographic Details
Main Author:	Villalobos-Arias, Mario
Format:	Online
Language:	spa
Published:	Universidad de Costa Rica, Centro de Investigación en Matemática Pura y Aplicada (CIMPA) 2009
Online Access:	https://revistas.ucr.ac.cr/index.php/matematica/article/view/301

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