Implementation of agglomerative clustering and genetic algorithm on stock portfolio optimization with possibilistic constraints-Reference-Cited by-同舟云学术

Implementation of agglomerative clustering and genetic algorithm on stock portfolio optimization with possibilistic constraints

Published:2019 Issue: Volume: Page:
ISSN:0094-243X
Container-title:PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018)
language:
Short-container-title:

Author:

Yusuf R.,Handari B. D.,Hertono G. F.

Publisher

AIP Publishing

Link

Reference27 articles.

1. R. L. Hagin, Investment Management: Portfolio Diversification, Risk, and Timing-Fact and Fiction (Jonh Wiley & Sons Inc, New Jersey, 2004).

2. H. Markowitz, Portfolio Selection: Efficient Diversification of Investments (Wiley, New York, 1959).

3. H. Markowitz, J. Finance 7, 77–91 (1952).

5. E. T. Utami, Cara Cerdas Berinvestasi via Online-Trading (TransMedia Pustaka, Jakarta, 2010).

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

4. An Overview of New Generation Bio-Inspired Algorithms for Portfolio Optimization;Accounting, Finance, Sustainability, Governance & Fraud: Theory and Application;2022

5. Comparative analysis based on clustering algorithms;Journal of Physics: Conference Series;2021-08-01