Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms
From MaRDI portal
Publication:6160191
DOI10.3138/infor.47.1.23OpenAlexW2108591779MaRDI QIDQ6160191
Lean Yu, Kin Keung Lai, Shou-Yang Wang
Publication date: 9 May 2023
Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3138/infor.47.1.23
genetic algorithmmean-variance modelasset allocationmulti-attribute portfolio selectionasset quality evaluation
Cites Work
- Unnamed Item
- Fuzzy portfolio optimization. Theory and methods
- Strategic financial risk management and operations research
- Neural network-based mean-variance-skewness model for portfolio selection
- Mean-variance-skewness model for portfolio selection with transaction costs
- OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
- A linear programming algorithm for optimal portfolio selection with transaction costs
- A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs
- Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
- Investment Strategies under Transaction Costs: The Finite Horizon Case
- A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
- THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
- Portfolio selection and asset pricing