Genetic algorithms for portfolio selection problems with minimum transaction lots
Year of publication: |
2008
|
---|---|
Authors: | Lin, Chang-chun ; Liu, Yi-ting |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 185.2008, 1 (16.2.), p. 393-404
|
Subject: | Portfolio-Management | Portfolio selection | Evolutionärer Algorithmus | Evolutionary algorithm | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Losgröße | Lot size |
-
A multi-period fuzzy portfolio optimization model with minimum transaction lots
Liu, Yong-Jun, (2015)
-
Robust covariance estimators for mean-variance portfolio optimization with transaction lots
Rosadi, Dedi, (2020)
-
Bayley, Tiffany, (2018)
- More ...
-
Genetic algorithms for portfolio selection problems with minimum transaction lots
Lin, Chang-Chun, (2008)
-
Genetic algorithms for portfolio selection problems with minimum transaction lots
Lin, Chang-Chun, (2008)
-
On Methods for Rectifying Ordinal Inconsistency in Pairwise Comparison Matrices
Lin, Chang-Chun, (2017)
- More ...