Application of Genetic Algorithm on the Fund Assignment of Stock Portfolio
碩士 === 國立臺灣科技大學 === 管理學院MBA === 96 === Traditional mean-variance efficient portfolio is the best way to establish the fit risky assets portfolio. In this paper, the genetic algorithm is applied to solve the portfolio investment problem. I propose a method for fund assignment of stock portfolio by ge...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41524309939320097402 |