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

DOI10.1007/978-3-030-35445-9_34OpenAlexW3008456646MaRDI QIDQ1982115FDOQ1982115

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

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)

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

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