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A genetic approach to portfolio selection
2 references·9 citing·38 second hop
A genetic approach to portfolio selection (1993)A genetic approach to portfolio selectionOptimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…Proportional Income Taxation and Risk-Taking (1944)Proportional Income Taxation …Multi-period uncertain portfolio optimization model with minimum transaction lots and dynamic risk preference (2021)Multi-period uncertain portfo…A hybrid approach to cardinality constraint portfolio selection problem based on nonlinear neural network and genetic algorithm (2020)A hybrid approach to cardinal…Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures (2019)Portfolio optimization by imp…Adopting genetic algorithms for technical analysis and portfolio management (2013)Adopting genetic algorithms f…Hybrid metaheuristics for constrained portfolio selection problems (2010)Hybrid metaheuristics for con…A numerical evaluation of meta-heuristic techniques in portfolio optimisation (2009)A numerical evaluation of met…Metaheuristics for the Portfolio Selection Problem (2008)Metaheuristics for the Portfo…The Effect of Local Search on the Constrained Portfolio Selection Problem (2006)The Effect of Local Search on…Multiobjective Financial Portfolio Design: A Hybrid Evolutionary Approach (2005)Multiobjective Financial Port…Portfolio Selection (1952)Heuristics for cardinality constrained portfolio optimisation (2000)Options, futures & other derivatives (2003)An integrated DEA-MODM methodology for portfolio optimization (2014)Artificial Intelligence in Financial Markets (2016)Meta-heuristics for portfolio optimization (2023)PORTFOLIO SELECTION* (1952)Portfolio Selection: Efficient Diversification of Investments. (1962)The Sharpe Ratio (1994)An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm (2019)The Asset Structure of Individual Portfolios and Some Implications for Utility Functions (1975)A hybrid algorithm for constrained portfolio selection problems (2013)Construction of stock portfolios based on k-means clustering of continuous trend features (2022)Multiagent-based deep reinforcement learning for risk-shifting portfolio management (2022)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The effect of estimation risk on optimal portfolio choice (1976)Capital market equilibrium in a mean-lower partial moment framework (1977)Chapter 2 Measurement of inequality (2000)Theory of games and economic behavior (2019)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Stock index tracking by Pareto efficient genetic algorithm (2013)A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints (2018)A Biased-Randomized Iterated Local Search Algorithm for Rich Portfolio Optimization (2019)The Utility of Wealth (1952)Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Information fusion-based genetic algorithm with long short-term memory for stock price and trend prediction (2022)Neural Networks for Portfolio Analysis in High-Frequency Trading (2023)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Optimizing investment portfolios with a sequential ensemble of decision tree-based models and the FBI algorithm for efficient financial analysis (2024)INDIVIDUAL INVESTOR RISK AVERSION AND INVESTMENT PORTFOLIO COMPOSITION (1975)On the Measurement of Poverty (1987)Capital tax competition: bane or boon (2003)Multi-attribute decision making applied to financial portfolio optimization problem (2020)A multi-objective approach based on Markowitz and DEA cross-efficiency models for the intuitionistic fuzzy portfolio selection problem (2022)Leveraging enhanced egret swarm optimization algorithm and artificial intelligence-driven prompt strategies for portfolio selection (2024)
this work references cited by second hop

References

  • 1975Optimal rules for ordering uncertain prospects860 cited
  • 1944Proportional Income Taxation and Risk-Taking786 cited

Cited by

  • 2019Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures79 cited
  • 2010Hybrid metaheuristics for constrained portfolio selection problems66 cited
  • 2008Metaheuristics for the Portfolio Selection Problem64 cited
  • 2005Multiobjective Financial Portfolio Design: A Hybrid Evolutionary Approach59 cited
  • 2020A hybrid approach to cardinality constraint portfolio selection problem based on nonlinear neural network and genetic algorithm54 cited
  • 2021Multi-period uncertain portfolio optimization model with minimum transaction lots and dynamic risk preference46 cited
  • 2006The Effect of Local Search on the Constrained Portfolio Selection Problem43 cited
  • 2013Adopting genetic algorithms for technical analysis and portfolio management42 cited
  • 2009A numerical evaluation of meta-heuristic techniques in portfolio optimisation37 cited

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