A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures

Massimiliano Kaucic, Filippo Piccotto, Gabriele Sbaiz. A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures. Comput. Manag. Science, 21(1):6, June 2024. [doi]

Abstract

Abstract is missing.