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ArticlePortfolio algorithm based on portfolio beta using genetic algorithm

Kyong Joo Oh2005

Article2005

Portfolio algorithm based on portfolio beta using genetic algorithm

Kyong Joo Oh · Tae Yoon Kim · Sung-Hwan Min · Hyoung Yong Lee

77 citations·0/0 files stored·Expert Systems with Applications

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Stock Market Forecasting Methods

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References

1959Portfolio Selection: Efficient Diversification of Investments 1952Portfolio Selection 1991Continuous-Time Finance.1980Financial Theory and Corporate Policy.1968Optimal Multiperiod Portfolio Policies 1975Multiperiod Consumption-Investment Decisions 1970Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions 1975OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966.

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2017Using genetic algorithm to support clustering-based portfolio optimization by investor information 2007Expert systems and evolutionary computing for financial investing: A review 2017An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms 2019An integrated framework of genetic network programming and multi-layer perceptron neural network for prediction of daily stock return: An application in Tehran stock exchange market 2009

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Year2005

Typearticle

Published2005-11-22

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations77

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.eswa.2005.10.010

openalex_workW1997069306

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