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Improving Portfolio Efficiency: A Genetic Algorithm Approach · Study

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ArticleImproving Portfolio Efficiency: A Genetic Algorithm Approach

Xiaolou Yang2006

Article2006

Improving Portfolio Efficiency: A Genetic Algorithm Approach

62 citations·0/0 files stored·Computational Economics

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Risk and Portfolio Optimization Metaheuristic Optimization Algorithms Research Stochastic processes and financial applications

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References

1921Risk, Uncertainty and Profit 1959Portfolio Selection: Efficient Diversification of Investments 1962Portfolio Selection: Efficient Diversification of Investments.1989The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice 1991On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results 1986Bayes-Stein Estimation for Portfolio Analysis

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2012Portfolio Selection Using Genetic Algorithm 2011OPTIMAL PORTFOLIO SEARCH USING EFFICIENT SURFACE AND THREE-DIMENSIONAL UTILITY FUNCTION / OPTIMALAUS PORTFELIO PARINKIMAS PANAUDOJANT EFEKTYVIUOSIUS PAVIRŠIUS IR TRIMATĘ NAUDINGUMO FUNKCIJA

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Details

Year2006

Typearticle

Published2006-06-27

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations62

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/s10614-006-9021-y

openalex_workW2059080269

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