A novel hybrid model for portfolio selection

Applied Mathematics and Computation

Volumn 169, Issue 2, 2005, Pages 1195-1210

  Ong, Chorng Shyong ^a   Jih Jeng Huang, ^a   Tzeng, Gwo Hshiung ^b,c  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

^c KAINAN UNIVERSITY   (Taiwan)

Author keywords

Grey model; Mean variance approach; Multi objective evolution algorithms (MOEA); Portfolio selection; Possibilistic regression model

Indexed keywords

COMPUTER PROGRAMMING; REGRESSION ANALYSIS;

GREY MODEL; MEAN-VARIANCE APPROACH; MULTI-OBJECTIVE EVOLUTION ALGORITHM (MOEA); PORTFOLIO SELECTION; POSSIBILISTIC REGRESSION MODEL;

MATHEMATICAL MODELS;

EID: 25844438475     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2004.10.080     Document Type: Article

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