Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization
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Publication:2283864
DOI10.3390/a11050072zbMath1461.91284OpenAlexW2804736656MaRDI QIDQ2283864
Siling Feng, Mengxing Huang, Yixuan Ren, Tao Ye
Publication date: 13 January 2020
Published in: Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/a11050072
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
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