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<oembed><version>1.0</version><provider_name>ISTE Group</provider_name><provider_url>https://www.istegroup.com/en</provider_url><author_name>Marcio Marim</author_name><author_url>https://www.istegroup.com/en/profile/marcio-marim/</author_url><title>Metaheuristics for Portfolio Optimization - ISTE Group</title><type>rich</type><width>600</width><height>338</height><html>&lt;blockquote class="wp-embedded-content" data-secret="0UWg3O2GVM"&gt;&lt;a href="https://www.istegroup.com/en/book/metaheuristics-for-portfolio-optimization/"&gt;Metaheuristics for Portfolio Optimization&lt;/a&gt;&lt;/blockquote&gt;&lt;iframe sandbox="allow-scripts" security="restricted" src="https://www.istegroup.com/en/book/metaheuristics-for-portfolio-optimization/embed/#?secret=0UWg3O2GVM" width="600" height="338" title="&#x201C;Metaheuristics for Portfolio Optimization&#x201D; &#x2014; ISTE Group" data-secret="0UWg3O2GVM" frameborder="0" marginwidth="0" marginheight="0" scrolling="no" class="wp-embedded-content"&gt;&lt;/iframe&gt;&lt;script&gt;
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</html><thumbnail_url>https://www.istegroup.com/wp-content/uploads/2018/01/doc_cover_6-11-17-18-22-07.jpg</thumbnail_url><thumbnail_width>937</thumbnail_width><thumbnail_height>1500</thumbnail_height><description>In recent times, the problem of portfolio optimization has become increasingly complex due to the myriad objectives and constraints induced by the market norms, investor preferences and investment strategies which define the underlying portfolios. With the required mathematical models finding little help from traditional methods, there has been a growing need to look for non-traditional [&hellip;]</description></oembed>
