Tekijä: | Keber, C. |
Otsikko: | Diskrete Portefeuilleoptimierung mit Hilfe von Genetischen Algorithmen |
Lehti: | Zeitschrift für Betriebswirtschaft
1999 : VOL. 69:9, p. 1025-1051 |
Asiasana: | PORTFOLIO SELECTION ALGORITHMS PORTFOLIO MANAGEMENT |
Kieli: | ger |
Tiivistelmä: | 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. |
SCIMA