A 'Plug-and-Play' Goal-Based Dynamic Asset Allocation Model with Genetic Algorithms-Reference-Cited by-同舟云学术

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A 'Plug-and-Play' Goal-Based Dynamic Asset Allocation Model with Genetic Algorithms

Published:2022 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Pomante Ugo,Farina Vincenzo,Cucurachi Paolo Antonio

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference73 articles.

1. Practitioner Portfolio Construction and Performance Measurement: Evidence from Europe;N Amenc;Financial Analysts Journal,2011

2. Portfolio Efficiency Analysis in Three moments: The Multiperiod Case;F Arditti;Journal of Finance,1975

3. Leverage aversion and risk parity;C Asness;Financial Analysts Journal,2012

4. An Evolutionary Approach to Multiperiod Asset Allocation;S Baglioni,2000

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