Portfolio selection and trading by using multi-objective Genetic Algorithm
碩士 === 國立彰化師範大學 === 企業管理學系 === 98 === The well-known mean-variance model cannot satisfy investors’ request for different investment preference and risk diversification. Consequently, we consider genetic algorithms for portfolio selections which consider risk preference including return, risk, liquid...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29844001218643980158 |