Portfolio Selection Using Genetic Algorithm
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References listed on IDEAS
- Robert Pereira, 2000.
"Genetic Algorithm Optimisation for Finance and Investment,"
2000.02, School of Economics, La Trobe University.
- Pereira, Robert, 2000. "Genetic Algorithm Optimisation for Finance and Investments," MPRA Paper 8610, University Library of Munich, Germany.
- Robert Pereira, 2000. "Genetic Algorithm Optimisation for Finance and Investment," Working Papers 2000.02, School of Economics, La Trobe University.
- Xiaolou Yang, 2006. "Improving Portfolio Efficiency: A Genetic Algorithm Approach," Computational Economics, Springer;Society for Computational Economics, vol. 28(1), pages 1-14, August.
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
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- Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013. "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper 48204, University Library of Munich, Germany.
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Keywordsportfolio optimization; objective function; artificial intelligence methods; genetic algorithm;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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