Citation map · Study

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

16 references·16 citing·30 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1952PORTFOLIO SELECTION*13,480 cited
1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
1966Mutual Fund Performance3,932 cited
1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
1991Continuous-Time Finance.1,788 cited
1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
1968Optimal Multiperiod Portfolio Policies779 cited
1992A Mean/Variance Analysis of Tracking Error747 cited
1996Survivor Bias and Mutual Fund Performance599 cited
1975Multiperiod Consumption-Investment Decisions448 cited
1970Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions347 cited
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, 1966.347 cited
1971A Linear Programming Approximation for the General Portfolio Analysis Problem

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

219 cited

2000A model for portfolio selection with order of expected returns187 cited

Cited by

2022A brief review of portfolio optimization techniques145 cited
2010Product-form design model based on genetic algorithms135 cited
2011CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator100 cited
2012Using ridge regression with genetic algorithm to enhance real estate appraisal forecasting97 cited
2008Portfolio optimization of equity mutual funds with fuzzy return rates and risks90 cited
2017Sparse Portfolios for High-Dimensional Financial Index Tracking89 cited
2013An Integrated Framework for Risk Response Planning Under Resource Constraints in Large Engineering Projects87 cited
2012A Possibilistic Mean-Downside Risk-Skewness Model for Efficient Portfolio Selection70 cited
2017Using genetic algorithm to support clustering-based portfolio optimization by investor information70 cited
2017Using Genetic Algorithms for Real Estate Appraisals70 cited
2016A Signal Processing Perspective on Financial Engineering59 cited
2009A genetic network programming with learning approach for enhanced stock trading model57 cited
2008Constructing investment strategy portfolios by combination genetic algorithms55 cited
2024Enhancing portfolio management using artificial intelligence: literature review54 cited
2016Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming49 cited
2008Stochastic vendor selection problem: chance-constrained model and genetic algorithms48 cited