search query: @author Keber, C. / total: 5
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| Author: | Keber, C. |
| Title: | Diskrete Portefeuilleoptimierung mit Hilfe von Genetischen Algorithmen |
| Journal: | Zeitschrift für Betriebswirtschaft
1999 : VOL. 69:9, p. 1025-1051 |
| Index terms: | PORTFOLIO SELECTION ALGORITHMS PORTFOLIO MANAGEMENT |
| Language: | ger |
| Abstract: | In this paper we investigate the discrete portfolio selec- tion problem. We use a standard genetic algorithm and solve three different kinds of portfolio selection problems. Due to the increased return/risk efficiency of the experimental results the use of genetic algorithms to solve discrete portfolio selection problems is recommended. |
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