Genetic Algorithms in Multi-Stage Portfolio Optimization System

Man-Chung Chan, Chi-Cheong Wong, Bernard K-S Cheung and Gordon Y-N Tang

No 165, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Genetic Algorithms; multi-stage stochastic optimization; asset allocation (search for similar items in EconPapers)
JEL-codes: E22 (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-cmp, nep-fin and nep-rmg
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Citations: View citations in EconPapers (3)

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