Genetic algorithm solution to the efficient set problem: A technique for portfolio selection based on the Markowitz model

Proceedings - Annual Meeting of the Decision Sciences Institute

Volumn 2, Issue , 1996, Pages 571-573

  Shoaf, Jacqueline S ^a   Foster, James A ^a  

^a UNIVERSITY OF IDAHO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; PROBLEM SOLVING; RISK ASSESSMENT; SET THEORY;

MARKOWITZ MODEL;

GENETIC ALGORITHMS;

EID: 0030357325     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (6)