Portfolio Management Using Prospect Theory: Comparing Genetic Algorithms and Particle Swarm Optimization
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References listed on IDEAS
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More about this item
KeywordsPortfolio management; Prospect theory; Optimization; Genetic algorithms; Particle swarm optimization;
All these keywords.
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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