An adaptive metaheuristic approach for risk-budgeted portfolio optimization

An investment portfolio implies the assortment of assets invested in the commodity market and equity funds across global markets. The critical issue associated with any portfolio under its optimization entails the achievement of an optimal Sharpe ratio related to risk-return. This issue turns comple...

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Bibliographic Details
Main Authors: Gandikota, N.S.K., Hasan, M.H., Jaafar, J.
Format: Article
Published: Institute of Advanced Engineering and Science 2023
Online Access:http://scholars.utp.edu.my/id/eprint/34122/
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85140461793&doi=10.11591%2fijai.v12.i1.pp305-314&partnerID=40&md5=7a8e4feae49fc89941a2feebab80435b
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Institution: Universiti Teknologi Petronas
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