A genetic algorithm for portfolio selection problems.

MaRDI QIDQ3415778zbMATH OpenFDO

Authors Dan Lin, Shouyang Wang

Publication date 19 January 2007

Full work available at URL http://www.ici.ro/camo/journal/v4n1.htm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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