Using genetic algorithm to support clustering-based portfolio optimization by investor information

Author:

Cheong DonghyunORCID,Kim Young Min,Byun Hyun Woo,Oh Kyong JooORCID,Kim Tae Yoon

Funder

Basic Science Research Program through the National Research Foundation of Korea (NRF)

Ministry of Science, ICT & Future Planning

Publisher

Elsevier BV

Subject

Software

Reference41 articles.

1. International portfolio flows;Brennan;J. Finance,1997

2. The investment behavior and performance of various investor types: a study of Finland’s unique data set;Grinblatt;J. Financ. Econ.,2000

3. The Information Content of International Portfolio Flows. Working paper;Froot,2001

4. Investment patterns and performance of investor groups in Japan;Kamesaka;Pacific–Basin Finance J.,2003

5. Who Gains from Trade? Evidence from Taiwan, Working Paper;Barber,2004

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