不同风险度量定义下的粒子群算法优化投资组合

{"title":"不同风险度量定义下的粒子群算法优化投资组合","authors":"Hedie Sadat Mizban, Zahra Afchangi, M. Ahrari, F. Arvin, A. Souri","doi":"10.5958/2229-4503.2016.00015.1","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":324801,"journal":{"name":"Al-Barkaat Journal of Finance & Management","volume":"62 2 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Optimizing Portfolio Using Particle-Swarm Algorithm in Various Definitions of Risk Measurement\",\"authors\":\"Hedie Sadat Mizban, Zahra Afchangi, M. Ahrari, F. Arvin, A. Souri\",\"doi\":\"10.5958/2229-4503.2016.00015.1\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":324801,\"journal\":{\"name\":\"Al-Barkaat Journal of Finance & Management\",\"volume\":\"62 2 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Al-Barkaat Journal of Finance & Management\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.5958/2229-4503.2016.00015.1\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Al-Barkaat Journal of Finance & Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5958/2229-4503.2016.00015.1","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}