The Factor-Portfolios Approach to Asset Management using Genetic Algorithms
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Other versions of this item:
- Alejandro Reveiz Herault, 2008. "The Factor-Portfolios Approach to Asset Management using Genetic Algorithms," BORRADORES DE ECONOMIA 004626, BANCO DE LA REPÚBLICA.
References listed on IDEAS
- Charles S. Morris & Robert Neal & Doug Rolph, 1998. "Credit spreads and interest rates : a cointegration approach," Research Working Paper 98-08, Federal Reserve Bank of Kansas City.
- Vineer Bhansali & Mark B. Wise, 2001. "Forecasting Portfolio Risk in Normal and Stressed Markets," Papers nlin/0108022, arXiv.org, revised Sep 2001.
- Alejandro Revéiz Herault & Sebastian Rojas, 2008.
"The case for active management from the perspective of Complexity Theory,"
Borradores de Economia
495, Banco de la Republica de Colombia.
- Aeljandro Reveiz Herault & Sebastian Rojas, 2008. "The case for active management from the perspective of Complexity Theory," BORRADORES DE ECONOMIA 004566, BANCO DE LA REPÚBLICA.
More about this item
KeywordsActive Management; Portfolio Optimization; Genetic Algorithms; Propensities. Classification JEL: G11; G14; G32.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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