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INVESTMENT PORTFOLIO OPTIMIZATION BY APPLYING A GENETIC ALGORITHM-BASED APPROACH

The investment portfolio optimization issues have been widely discussed by scholars for more than 60 years. One of the key issues that emerge for researchers is to clarify which optimization approach helps to build the most efficient portfolio (in this case, the efficiency refers to the minimization...

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Publié dans:Ekonomika
Auteurs principaux: Petras Dubinskas, Laimutė Urbšienė
Format: Artigo
Langue:Inglês
Publié: Vilniaus Universitetas 2017
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Accès en ligne:https://www.redalyc.org/articulo.oa?id=692273662005
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