Portfolio optimization using multi-objective genetic algorithms
A portfolio optimisation problem involves allocation of investment to a number of different assets to maximize yield and minimize risk in a given investment period. The selected assets in a portfolio not only collectively contribute to its yield but also interactively define its risk as usually meas...
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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
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| Online Access: | http://www.scopus.com/inward/record.url?eid=2-s2.0-79955294923&partnerID=40&md5=551ff28ab5a26f335a244f34e1bb8958 http://cmuir.cmu.ac.th/handle/6653943832/950 |
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| Institution: | Chiang Mai University |
| Language: | English |