MULTIPERIOD PORTFOLIO OPTIMIZATION WITH MULTISTAGE STRATEGY UTILIZING PARTICLE SWARM OPTIMIZATION
Abstract Portfolio optimization is a common challenge in modern finance, especially considering complex and dynamic market uncertainties. In this study, we develop a novel approach to optimize portfolios over multiple periods using a multistage strategy integrated with Particle Swarm Optimization...
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| Main Author: | |
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/84220 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |