Network centrality and portfolio optimization using the genetic algorithm

Asghar Abolhasani Hastiany; Alireza Zamanpour

Volume 1, Issue 2 , December 2021, , Pages 131-162

https://doi.org/10.22054/jmmf.2021.13844

Abstract
  This study aims to optimize the portfolio using the genetic operator and network centralization. The statistical population of the study is the top 50 companies of Tehran Stock Exchange, in the first quarter of 2021, and to calculate the size of centrality, we used the difference in the overall performance ...  Read More