Sectorial portfolio analysis with genetic algorithms: case applied to the Mexican Stock Exchange
Year of publication: |
2015
|
---|---|
Authors: | Pilar, Rodríguez García Martha del ; Aimer, Cortez Alejandro Klender ; Berenice, Méndez Sáenz Alma ; Horacio, Garza Sánchez Héctor |
Published in: |
Contaduría y Administración. - Facultad de Contaduría y Administración, ISSN 0186-1042. - Vol. 60.2015, 1, p. 87-112
|
Publisher: |
Facultad de Contaduría y Administración |
Subject: | sectorial performance | portfolio | Alpha Jensen | Sharpe Ratio | genetic algorithms |
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