This paper discusses a revised Markowitz Multi-period Dynamic portfolio mode by introducing LDIW-PSO in the process of solving the optimal investment weight. The LDIW-PSO has greatly improved the efficiency of searching the optimal weight of the portfolio. In addition, this paper introduces ...
A Modified Markowitz Multi-Period Dynamic Portfolio Selection Model Based on the LDIW-PSOdoi:10.5539/IJEF.V8N1P90Shuai ShaoLi-qun YangYuan-biao ZhangZhi-hui MengShuai Shao, Li-qun Yang, Yuan-biao Zhang, Zhi-hui Meng (2015). A Modified Markowitz Multi-Period Dynamic Portfolio Selection Model...