Portfolio Optimization Based on Semi Variance and Another Perspective of Value at Risk Using NSGA II, MOACO, and MOABC Algorithms

Subject Areas : Financial Engineering

Reza Aghamohammadi ¹ , Reza Tehrani ² , Abbas Raad ³

1 - PhD Student of Industrial Management - financial, Faculty of Management, Islamic Azad University, North Tehran Branch, Tehran, Iran
2 - Management and Insurance Group, Faculty of Management, Tehran University, Tehran, Iran
3 - Industrial Management and information technology Group, Faculty of management and accounting, Shahid Beheshti University, Tehran, Iran

Received: 2020-08-22 Accepted : 2020-12-28 Published : 2022-01-01

Keywords:

References:

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