Research Article
Whale Optimization Algorithm for Multiconstraint Second-Order Stochastic Dominance Portfolio Optimization
Table 4
The indicators of FTSE100 and equal weight.
| | Net return | | | Skewness | Kurtosis | SE |
| FTSE100 | −0.1038 | −0.0134 | −0.0179 | −0.2501 | 3.9934 | 3.9905 | Equal weight | −0.1057 | −0.0142 | −0.0178 | −0.3211 | 3.5008 | 4.6150 |
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