Baixauli-Soler, J. Samuel; Alfaro-Cid, Eva; Fernández … - In: Investigaciones europeas de Dirección y Economía de … 18 (2012) 2, pp. 126-131
Genetic algorithms (GAs) are appropriate when investors have the objective of obtaining mean.variance (VaR) efficient frontier as minimising VaR leads to non.convex and non.differential risk.return optimisation problems. However GAs are a time.consuming optimisation technique. In this paper, we...
