Multi-period Mean-variance Portfolio Selection with Practical Constraints using Genetic Algorithm
碩士 === 國立澎湖科技大學 === 電資研究所 === 100 === MV models (Mean-variance model) have been used to formulate portfolio selection. Single-period portfolio selection problems can be solved by mathematical analysis. Multi-period portfolio selection problems have also been studied for many years; however, most are...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79652684075569443161 |