The dynamic portfolio selection problem: complexity, algorithms and empirical analysis

DOI10.1007/978-3-030-35445-9_34MaRDI QIDQ1982115OpenAlexFDO

Authors Daniel A. Martínez-Vega, Laura Cruz-Reyes, Claudia Gómez-Santillán, Fausto Balderas-Jaramillo, Marco Antonio Aguirre-Lam

Publication date 7 September 2021

Full work available at URL https://doi.org/10.1007/978-3-030-35445-9_34

zbMATH Keywords

knapsackdynamic portfolioDMOCellDNSGA-IIDSPEA2dynamic allocation of resources

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Cited in

(3)

• A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI)
• Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
• Empirical research on dynamic portfolio and performance evaluation with multi-constraints

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