Study on the efficient frontier in portfolio selection by using particle swarm optimization

Chinese Control and Decision Conference, 2008, CCDC 2008

Volumn , Issue , 2008, Pages 269-272

  Chen, Wei ^a   Cai, Yong Ming ^b  

^a CAPITAL UNIVERSITY OF ECONOMICS AND BUSINESS   (China)

^b UNIVERSITY OF JINAN   (China)

Author keywords

Efficient frontier; Particle swarm optimization; Portfolio selection

Indexed keywords

ADMINISTRATIVE DATA PROCESSING; CHLORINE COMPOUNDS; FINANCIAL DATA PROCESSING; HEURISTIC ALGORITHMS; HEURISTIC PROGRAMMING; OPTIMIZATION; STANDARDS;

CONSISTENT PERFORMANCE; EFFICIENT FRONTIER; EFFICIENT FRONTIERS; EXACT ALGORITHMS; MEAN-VARIANCE MODELS; PARTICLE SWARM OPTIMIZATION; PARTICLE SWARM OPTIMIZATIONS; PORTFOLIO OPTIMIZATION; PORTFOLIO SELECTION; PSO ALGORITHMS; SIMULATION RESULTS; TRANSACTION COSTS;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 52349107686     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CCDC.2008.4597313     Document Type: Conference Paper

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