2018
DOI: 10.1088/1757-899x/300/1/012004
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Analysis of portfolio optimization with lot of stocks amount constraint: case study index LQ45

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Cited by 8 publications
(6 citation statements)
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“…In this work, the portfolio optimization problem represents this real-world optimization problem, especially in the financial sector. A portfolio can be defined as a collection of investments owned by a person or institution [31]. These investments can be stocks, bonds, and any other assets.…”
Section: Simulation and Resultsmentioning
confidence: 99%
“…In this work, the portfolio optimization problem represents this real-world optimization problem, especially in the financial sector. A portfolio can be defined as a collection of investments owned by a person or institution [31]. These investments can be stocks, bonds, and any other assets.…”
Section: Simulation and Resultsmentioning
confidence: 99%
“…In this work, the proposed algorithm is challenged to tackle the portfolio optimization problem. A portfolio is a set of valuable and productive assets that is owned by individual or institutions [26]. This asset can be property, stock, bond, gold, and so on.…”
Section: Simulation and Resultsmentioning
confidence: 99%
“…Portfolio represents the wealth of the entity. As a portfolio, an individual or institution should distribute its asset into several options [26]. The objective of this arrangement is to protect its value in the context of maximizing the profit and avoiding the lost.…”
Section: Simulation and Resultsmentioning
confidence: 99%
“…The line which we call CML (Capital Market Line) intersects with the efficient frontier. According to [1,[3][4][5], the followings are the formulas to calculate the Markowitz model.…”
Section: Methodsmentioning
confidence: 99%