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  • Computers and Informatics
  • Volume:4 Issue:1
  • Group drop of sustainability: Trade-off solutions between low returns and portfolio stability

Group drop of sustainability: Trade-off solutions between low returns and portfolio stability

Authors : Krassimira Stoyanova, Vassil Guliashki
Pages : 13-19
View : 50 | Download : 75
Publication Date : 2024-06-30
Article Type : Research Paper
Abstract :Portfolio design is the most difficult aspect of financial investment decisions. This paper presents a trade-off solution between low returns and portfolio stability by a fixed predetermined niveau of conservatism. A conservative model that combines both risk-free assets as agricultural land and risky assets is proposed. An experimental model with one-year historical data for four assets was built and tested to find a globally optimal solution using an evolutionary algorithm. The results showed that a positive return can be realized with a share of 13-14% in the assets of agricultural land.
Keywords : Evolutionary algorithms, Multi criteria optimization problems, Portfolio design

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