An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemes

DOI10.1007/978-3-540-77477-8_3zbMATH Open1151.91581OpenAlexW1546924245MaRDI QIDQ3521765FDOQ3521765

Authors: Kerem Senel, A. Bulent Pamukcu, Serhat Yanik 

Publication date: 26 August 2008

Published in: Natural Computing in Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-77477-8_3

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Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

Cited In (2)

• A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm
• Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes?

Uses Software

• GENALG

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