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Resolving multi objective stock portfolio optimization problem using genetic algorithm
8 references·1 citing·32 second hop
Resolving multi objective stock portfolio optimization problem using genetic algorithm (2010)Resolving multi objective stock portfolio…Modern portfolio theory (2016)Modern portfolio theoryPortfolio Optimization and Performance Analysis (2007)Portfolio Optimization and Pe…A Double-Stage Genetic Optimization Algorithm for Portfolio Selection (2006)A Double-Stage Genetic Optimi…Portfolio Management with Heuristic Optimization (2005)Portfolio Management with Heu…Portfolio management with heuristic optimization (2005)Portfolio management with heu…Introduction to Modern Portfolio optimization with NUOPT and S-PLUS (2005)Introduction to Modern Portfo…Introduction to operations research. 7th Edition (2001)Introduction to operations re…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Artificial intelligence applications in financial forecasting – a survey and some empirical results (2014)Artificial intelligence appli…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Generalized autoregressive conditional heteroskedasticity (1986)The Cross-Section of Expected Stock Returns (1992)A data-driven optimization heuristic for downside risk minimization (2006)Global optimization of higher order moments in portfolio selection (2007)Index tracking with constrained portfolios (2007)Portfolio Selection (1952)Strategic financial risk management and operations research (1997)An integrated data preparation scheme for neural network data analysis (2006)An Intelligent Model for Pairs Trading Using Genetic Algorithms (2015)The Behavior of Stock-Market Prices (1965)Postwar U.S. Business Cycles: An Empirical Investigation (1997)PORTFOLIO SELECTION* (1952)Portfolio Selection: Efficient Diversification of Investments. (1962)The relationship between return and market value of common stocks (1981)An analysis of trading strategies in eleven European stock markets (2005)The modern portfolio theory as an investment decision tool (2012)A MATHEMATICAL AND COMPUTATIONAL FRAMEWORK FOR MULTIFIDELITY DESIGN AND ANALYSIS WITH COMPUTER MODELS (2013)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)On The Validity of The Geometric Brownian Motion Assumption (2005)Transition from traditional to ICT-enhanced learning environments in undergraduate chemistry courses (2005)A comparative survey of service facility location problems (2019)Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios (2012)Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem (2015)Omega Performance Measure and Portfolio Insurance (2018)Can robust portfolio optimisation help to build better portfolios? (2007)Portfolio selection in multidimensional general and partial moment space (2009)Application of Robust Statistics to Asset Allocation Models (2022)Evolutionary Optimization of Constrained $k$-Means Clustered Assets for Diversification in Small Portfolios (2009)Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends (2019)
this work references cited by second hop

References

  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 2001Introduction to operations research. 7th Edition216 cited
  • 2007Portfolio Optimization and Performance Analysis131 cited
  • 2005Portfolio management with heuristic optimization130 cited
  • 2016Modern portfolio theory130 cited
  • 2005Portfolio Management with Heuristic Optimization101 cited
  • 2005Introduction to Modern Portfolio optimization with NUOPT and S-PLUS76 cited
  • 2006A Double-Stage Genetic Optimization Algorithm for Portfolio Selection44 cited

Cited by

  • 2014Artificial intelligence applications in financial forecasting – a survey and some empirical results34 cited

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