Coupling a memetic algorithm to simulation models for promising multi-period asset allocations

Author:

Yu Tzu-Yi,Huang Hsiao-Tzu

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Modeling and Simulation,General Computer Science

Reference54 articles.

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2. Capital asset prices with and without negative holdings;Sharpe;Journal of Finance,1991

3. Lifetime portfolio selection under uncertainty: the continuous time case;Merton;The Review of Economics and Statistics,1969

4. Optimum consumption and portfolio rules in a continuous time model;Merton;Journal of Economic Theory,1971

5. Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index;Chen;Computers and Operations Research,2003

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