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 |
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