Name
Abstract | ||
|---|---|---|
Portfolio optimization guides about the management of assets. Among several investment offers the task is to choose the plan so as to attain the maximum financial benefit. The investor requires a thorough comparative study to decide the best possible option where the return is maximum and the risk is minimum. Portfolio optimization can help in the process of decision-making by bringing out the selected options beneficial for the investor. In this paper we have considered the mean semivariance portfolio optimization model given by Markovitz and the data is taken from National Stock Exchange (NSE), Mumbai. Ten years data of ten different banks is taken from national stock exchange. The model is solved with the help of differential evolution which is a population-based metaheuristics. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1007/978-981-10-0451-3_76 | PROCEEDINGS OF FIFTH INTERNATIONAL CONFERENCE ON SOFT COMPUTING FOR PROBLEM SOLVING (SOCPROS 2015), VOL 2 |
Keywords | DocType | Volume |
Portfolio optimization,Differential evolution,Mean semivariance model | Conference | 437 |
ISSN | Citations | PageRank |
2194-5357 | 0 | 0.34 |
References | Authors | |
0 | 4 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| hira zaheer | 1 | 14 | 2.04 |
| Millie Pant | 2 | 22 | 2.85 |
| Oleg Monakhov | 3 | 0 | 0.34 |
| Emilia A. Monakhova | 4 | 16 | 2.97 |