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Volumn , Issue , 2007, Pages

The construction of stock's portfolios by using particle swarm optimization

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; INVESTMENTS; MARKETING;

EID: 39049130745     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICICIC.2007.568     Document Type: Conference Paper
Times cited : (17)

References (14)
  • 1
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    • Portfolio selection
    • H. M. Markowitz, "Portfolio selection," Journal of Finance, 1952, 7(1), pp. 77-91.
    • (1952) Journal of Finance , vol.7 , Issue.1 , pp. 77-91
    • Markowitz, H.M.1
  • 2
    • 0001217228 scopus 로고
    • A Simplified Model for Portfolio Analysis
    • January
    • Sharpe, William F., "A Simplified Model for Portfolio Analysis," Management Science, January 1963.
    • (1963) Management Science
    • Sharpe, W.F.1
  • 3
    • 0002332446 scopus 로고
    • How to Rate Management Investment Fund
    • Jan/Feb
    • Treynor, J. L., "How to Rate Management Investment Fund," Harvard Business Review, Jan/Feb 1965, Vol. 43, pp.63-75.
    • (1965) Harvard Business Review , vol.43 , pp. 63-75
    • Treynor, J.L.1
  • 4
    • 0001752951 scopus 로고
    • Mutual Fund Performance
    • Sharpe, W. F., "Mutual Fund Performance," Journal of Business, 1966, pp. 119-138.
    • (1966) Journal of Business , pp. 119-138
    • Sharpe, W.F.1
  • 5
    • 0000486548 scopus 로고
    • The Performance of Mutual Funds in the 1945-64
    • Jensen, M.C., "The Performance of Mutual Funds in the 1945-64," Journal of Finance, Vol. 23, pp.389-461, 1968.
    • (1968) Journal of Finance , vol.23 , pp. 389-461
    • Jensen, M.C.1
  • 7
    • 0034430526 scopus 로고    scopus 로고
    • A particle swarm optimization for reactive power and voltage control considering voltage security assessment
    • Nov
    • H. Yoshida, K. Kawata, Y. Fukuyama, S. Takayama, and Y. Nakanishi, "A particle swarm optimization for reactive power and voltage control considering voltage security assessment," IEEE Trans. Power System, Vol. 15, pp. 1232-1239, Nov. 2000.
    • (2000) IEEE Trans. Power System , vol.15 , pp. 1232-1239
    • Yoshida, H.1    Kawata, K.2    Fukuyama, Y.3    Takayama, S.4    Nakanishi, Y.5
  • 9
    • 84919713045 scopus 로고    scopus 로고
    • Evolutionary optimization versus particle swarm optimization: Philosophy and performance differences
    • P. Angeline, "Evolutionary optimization versus particle swarm optimization: philosophy and performance differences," Seventh Annual Conference on Evolutionary Programming, pp. 601-611, 1998.
    • (1998) Seventh Annual Conference on Evolutionary Programming , pp. 601-611
    • Angeline, P.1
  • 12
    • 0036749163 scopus 로고    scopus 로고
    • Optimal design of power-system stabilizers using particle swarm optimization
    • Aug
    • M. A. Abido, "Optimal design of power-system stabilizers using particle swarm optimization," IEEE Trans. Energy Conv., Vol. 17, No. 3, pp. 406-413, Aug. 2002.
    • (2002) IEEE Trans. Energy Conv , vol.17 , Issue.3 , pp. 406-413
    • Abido, M.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.