SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Using genetic algorithm to support portfolio optimization for index fund management · Study

ArticleShelves

ArticleUsing genetic algorithm to support portfolio optimization for index fund management

Kyong Joo Oh2004

Article2004

Using genetic algorithm to support portfolio optimization for index fund management

Kyong Joo Oh · Tae Yoon Kim · Sungky Min

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

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Financial Markets and Investment Strategies Metaheuristic Optimization Algorithms Research

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 181 citations exist upstream.

References

1952PORTFOLIO SELECTION*1959Portfolio Selection: Efficient Diversification of Investments 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1966Mutual Fund Performance 1996Another Puzzle: The Growth in Actively Managed Mutual Funds 1991Continuous-Time Finance.1995Returns from Investing in Equity Mutual Funds 1971 to 1991 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market

Cited by

2022A brief review of portfolio optimization techniques 2010Product-form design model based on genetic algorithms 2011CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator 2012Using ridge regression with genetic algorithm to enhance real estate appraisal forecasting 2008Portfolio optimization of equity mutual funds with fuzzy return rates and risks 2017Sparse Portfolios for High-Dimensional Financial Index Tracking

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2011Modern portfolio theory, 1950 to datearticle · 7 shared references 2005Portfolio algorithm based on portfolio beta using genetic algorithmarticle · 7 shared references 2000Morningstar Ratings and Mutual Fund Performancearticle · 6 shared references 2008Stochastic programming models for asset liability managementchapter · 6 shared references 2017The efficiency of mutual fundsarticle · 6 shared references 1995Chapter 1 Portfolio theorychapter · 6 shared references

Details

Year2004

Typearticle

Published2004-12-16

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations181

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1016/j.eswa.2004.10.014

openalex_workW2001887873

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2013An Integrated Framework for Risk Response Planning Under Resource Constraints in Large Engineering Projects

2012A Possibilistic Mean-Downside Risk-Skewness Model for Efficient Portfolio Selection