Portfolio optimization with MOPSO-Shrinkage hybrid model
This paper introduces a novel framework for portfolio optimization that integrates Multi-Objective Particle Swarm Optimization (MOPSO) with shrinkage covariance estimators, referred to as the MOPSO-Shrinkage hybrid model. The main contribution of this study lies in combining the adaptive search capa...
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| Main Authors: | Minh Tran, Nhat M. Nguyen |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-06-01
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| Series: | Results in Control and Optimization |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666720725000396 |
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