Improving Portfolio Efficiency: A Genetic Algorithm Approach
| Year of publication: |
2006
|
|---|---|
| Authors: | Yang, Xiaolou |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 28.2006, 1, p. 1-14
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | genetic algorithm | estimation risk | mean-variance analysis | Bayesian approach |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701772