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What is Metaheuristics in Portfolio Selection about?

The document provides an overview of metaheuristic methods applied to the portfolio selection problem (PSP), which is a significant issue in finance focused on minimizing risk while achieving desired returns. It discusses various models and approaches, particularly the Mean-Variance model proposed by Markowitz, and highlights the importance of metaheuristics in solving complex, constrained optimization problems. The paper aims to classify existing literature and methodologies to aid in the development of mo

Author

nirav

Language

EN