A model for portfolio selection with order of expected returns

Computers and Operations Research

Volumn 27, Issue 5, 2000, Pages 409-422

  Xia, Yusen ^a   Liu, Baoding ^b   Wang, Shouyang ^a   Lai, K K ^c  

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

^b TSINGHUA UNIVERSITY   (China)

^c CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Bi objective programming; Genetic algorithm; Portfolio optimization

Indexed keywords

DIGITAL ARITHMETIC; GENETIC ALGORITHMS; MATHEMATICAL PROGRAMMING; NUMERICAL METHODS; PROBLEM SOLVING;

BI-OBJECTIVE PROGRAMMING; EXPECTED RETURNS; MARKOWITZ MODEL; PORTFOLIO OPTIMIZATION; PORTFOLIO SELECTION;

MATHEMATICAL MODELS;

ALGORITHM;

EID: 0034175985     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0305-0548(99)00059-3     Document Type: Article

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