Solving multi-objective portfolio optimization problem for Saudi Arabia stock market using hybrid clonal selection and particle swarm optimization

DOI10.1007/S13369-015-1744-4zbMath1390.90491OpenAlexW1127603374MaRDI QIDQ1637896

Sara A. Bin Shalan, Mourad Ykhlef

Publication date: 11 June 2018

Published in: Arabian Journal for Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13369-015-1744-4

zbMATH Keywords

portfolio optimizationhybrid evolutionary algorithmclonal selection algorithmparticle swarm optimization algorithm

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items (2)

Solving multi-objective portfolio optimization problem for Saudi Arabia stock market using hybrid clonal selection and particle swarm optimization ⋮ Multiobjective efficient portfolio selection with bounded parameters

Cites Work

• On the controversy over tailweight of distributions.
• Solving multi-objective portfolio optimization problem for Saudi Arabia stock market using hybrid clonal selection and particle swarm optimization
• Unnamed Item

This page was built for publication: Solving multi-objective portfolio optimization problem for Saudi Arabia stock market using hybrid clonal selection and particle swarm optimization