A Metaheuristic-based DSS for Portfolio Optimization
In this paper we present a framework, i.e. a concept and design as well as results with a prototypical implementation of a metaheuristic-based decision support system PM-DSS© for portfolio optimization and managing investment guidelines. PM- DSS© can be used for active as well as passive fund management.
KeywordsTracking Error Fund Manager Portfolio Manager Cardinality Constraint Constraint Checker
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