Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms

DOI10.3138/INFOR.47.1.23MaRDI QIDQ6160191zbMATH OpenOpenAlexFDO

Authors Le'an Yu, Shouyang Wang, Kin Keung Lai

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

zbMATH Keywords

asset allocationgenetic algorithmmean-variance modelmulti-attribute portfolio selectionasset quality evaluation

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
• A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs
• A linear programming algorithm for optimal portfolio selection with transaction costs
• Fuzzy portfolio optimization. Theory and methods
• Investment Strategies under Transaction Costs: The Finite Horizon Case
• Mean-variance-skewness model for portfolio selection with transaction costs
• Neural network-based mean-variance-skewness model for portfolio selection
• Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
• OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
• Portfolio selection and asset pricing
• Strategic financial risk management and operations research
• THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS

Cited in

(8)

• scientific article; zbMATH DE number 5049688 (Why is no real title available?)
• scientific article; zbMATH DE number 6001469 (Why is no real title available?)
• Genetic algorithm-based multi-criteria project portfolio selection
• Sectoral portfolio optimization by judicious selection of financial ratios via PCA
• scientific article; zbMATH DE number 2069783 (Why is no real title available?)
• Multi-Attribute Portfolio Selection: New Perspectives
• scientific article; zbMATH DE number 5147449 (Why is no real title available?)
• scientific article; zbMATH DE number 6161625 (Why is no real title available?)

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