Genetic Algorithms in Multi-Stage Portfolio Optimization System
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | CHAN, Man-Chung ; WONG, Chi-Cheong ; Cheung, Bernard K-S ; Tang, Gordon Y-N |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Genetic Algorithms | multi-stage stochastic optimization | asset allocation |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 165 |
| Classification: | E22 - Capital; Investment (including Inventories); Capacity |
| Source: |
Persistent link: https://www.econbiz.de/10005345438