Practical Portfolio Optimization with Metaheuristics:Pre-assignment Constraint and Margin Trading
“Through an illustrative example, this paper demonstrates that the metaheuristic-based methodology yields superior risk-adjusted returns compared to traditional benchmarks.”
StrategyPortfolio optimization
ClaimExcess return
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodPortfolio optimization by year
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