A portfolio selection model using genetic relation algorithm and genetic network programming
Author:
Publisher
Wiley
Subject
Electrical and Electronic Engineering
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/tee.20676/fullpdf
Reference35 articles.
1. Portfolio selection;Markowitz;Journal of Finance,1952
2. The optimization of a quadratic function subject to linear constraints;Markowitz;Naval Research Logistics Quarterly,1956
3. Quadratic Programming for Large-Scale Portfolio Optimization
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