Title
Modeling the portfolio selection problem with constraint programming
Date Issued
01 January 2013
Access level
metadata only access
Resource Type
conference paper
Author(s)
Pontificia Universidad Católica de Valparaíso
Publisher(s)
Springer Verlag
Abstract
Portfolio selection is a relevant problem in finance and economics. It consists in selecting a portfolio of assets considering a given expected return such that the risk of the portfolio is minimized. Several approaches have been proposed to tackle this problem, which are mainly based on mathematical programming techniques and metaheuristics. In this paper we illustrate how this problem can easily be modeled and solved by a relatively modern and declarative programming paradigm called constraint programming. © Springer-Verlag Berlin Heidelberg 2013.
Start page
645
End page
649
Volume
373
Issue
PART I
Language
English
OCDE Knowledge area
Ciencias de la computación
Subjects
Scopus EID
2-s2.0-84891532552
Source
Communications in Computer and Information Science
Resource of which it is part
Communications in Computer and Information Science
ISSN of the container
18650929
ISBN of the container
978-364239472-0
Conference
15th International Conference on Human-Computer Interaction, HCI International 2013
Sources of information:
Directorio de Producción Científica
Scopus