Prediction-based portfolio optimization model using neural networks-Reference-Cited by-同舟云学术

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Prediction-based portfolio optimization model using neural networks

Published:2009-06 Issue:10-12 Volume:72 Page:2155-2170
ISSN:0925-2312
Container-title:Neurocomputing
language:en
Short-container-title:Neurocomputing

Author:

Freitas Fabio D.,De Souza Alberto F.,de Almeida Ailson R.

Publisher

Elsevier BV

Subject

Artificial Intelligence,Cognitive Neuroscience,Computer Science Applications

Reference54 articles.

1. Portfolio selection;Markowitz;Journal of Finance,1952

2. Portfolio Selection: Efficient Diversification of Investments;Markowitz,1991

3. Investments;Sharpe,1999

4. Modern Portfolio Theory and Investment Analysis;Elton,2007

5. Portfolio analysis in a stable Paretian market;Fama;Management Science,1965

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