A novel hybrid algorithm based on a harmony search and artificial bee colony for solving a portfolio optimization problem using a mean-semi variance approach

Title
A novel hybrid algorithm based on a harmony search and artificial bee colony for solving a portfolio optimization problem using a mean-semi variance approach
Authors
Keywords
portfolio optimizations, mean-variance model, mean semi-variance model, harmony search and artificial bee colony, efficient frontier
Journal
Journal of Central South University
Volume 23, Issue 1, Pages 181-188
Publisher
Springer Nature
Online
2016-01-11
DOI
10.1007/s11771-016-3061-9

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