Solution to the Unconstrained Portfolio Optimisation Problem Using a Genetic Algorithm
Author:
Publisher
Springer Nature Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-19-6525-8_36
Reference36 articles.
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5. Mei X, DeMiguel V, Nogales FJ (2016) Multiperiod portfolio optimization with multiple risky assets and general transaction costs. J Bank Finance 69:108–120
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