Personal asset allocation using particle swarm optimization approach

WSEAS Transactions on Computers

Volumn 5, Issue 11, 2006, Pages 2558-2564

  Chiu, Chaochang ^a   Chen, An Pin ^b   Tien, Jer Yi ^a  

^a YUAN ZE UNIVERSITY   (Taiwan)

^b NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

Asset allocation; Genetic algorithm; Income replacement ratio; Markowitz portfolio theory; Particle Swarm Optimization

Indexed keywords

COMPUTATIONAL METHODS; OPTIMIZATION; RANDOM PROCESSES; RESOURCE ALLOCATION; SET THEORY;

ASSET ALLOCATION; INCOME-REPLACEMENT RATIO; MARKOWITZ PORTFOLIO THEORY; PARTICLE SWARM OPTIMIZATION;

GENETIC ALGORITHMS;

EID: 33746916787     PISSN: 11092750     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

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