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Improving Portfolio Efficiency: A Genetic Algorithm Approach
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Improving Portfolio Efficiency: A Genetic Algorithm Approach (2006)Improving Portfolio Efficiency: A Genetic…Efficient Asset Management (2008)Efficient Asset ManagementPortfolio Selection and Asset Pricing Models (2000)Portfolio Selection and Asset…Comparing asset pricing models: an investment perspective (2000)Comparing asset pricing model…International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)International Asset Pricing a…Financial markets and corporate strategy (1997)Financial markets and corpora…Genetic Algorithms and Investment Strategies (1994)Genetic Algorithms and Invest…The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice (1993)The Effect of Errors in Means…On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results (1991)On the Sensitivity of Mean-Va…The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal? (1989)The Markowitz Optimization En…Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Bayes-Stein Estimation for Portfolio Analysis (1986)Bayes-Stein Estimation for Po…International Portfolio Diversification with Estimation Risk (1985)International Portfolio Diver…The effect of estimation risk on optimal portfolio choice (1976)The effect of estimation risk…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitPortfolio Selection Using Genetic Algorithm (2012)Portfolio Selection Using Gen…OPTIMAL PORTFOLIO SEARCH USING EFFICIENT SURFACE AND THREE-DIMENSIONAL UTILITY FUNCTION / OPTIMALAUS PORTFELIO PARINKIMAS PANAUDOJANT EFEKTYVIUOSIUS PAVIRŠIUS IR TRIMATĘ NAUDINGUMO FUNKCIJA (2011)OPTIMAL PORTFOLIO SEARCH USIN…International Diversification of Investment Portfolios (1970)On estimating the expected return on the market (1980)Stock return predictability and model uncertainty (2002)60 Years of portfolio optimization: Practical challenges and current trends (2013)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Generalized autoregressive conditional heteroskedasticity (1986)Volatility in Emerging Stock Markets (1999)A New Approach to Measuring Financial Contagion (2000)Emerging markets finance (2003)Portfolio Selection (1952)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)An Analytic Derivation of the Efficient Portfolio Frontier (1972)On the Predictability of Stock Returns: An Asset‐Allocation Perspective (1996)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)The Properties of Equally Weighted Risk Contribution Portfolios (2010)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)Foundations of Portfolio Theory (1991)Asset pricing with liquidity risk (2005)An Engine, Not a Camera (2006)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Robust Portfolio Selection Problems (2003)Optimal Portfolio Choice with Parameter Uncertainty (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)
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References

  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1989The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?1,333 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
  • 1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice1,158 cited
  • 1991On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results999 cited
  • 1986Bayes-Stein Estimation for Portfolio Analysis960 cited
  • 1997International Asset Pricing and Portfolio Diversification with Time-Varying Risk812 cited
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  • 2000Portfolio Selection and Asset Pricing Models611 cited
  • 1997Financial markets and corporate strategy552 cited
  • 1976The effect of estimation risk on optimal portfolio choice532 cited
  • 2000Comparing asset pricing models: an investment perspective490 cited
  • 1994Genetic Algorithms and Investment Strategies260 cited

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  • 2008Efficient Asset Management215 cited
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    • 2012Portfolio Selection Using Genetic Algorithm47 cited
    • 2011OPTIMAL PORTFOLIO SEARCH USING EFFICIENT SURFACE AND THREE-DIMENSIONAL UTILITY FUNCTION / OPTIMALAUS PORTFELIO PARINKIMAS PANAUDOJANT EFEKTYVIUOSIUS PAVIRŠIUS IR TRIMATĘ NAUDINGUMO FUNKCIJA44 cited