Using Mean-Variance Model and Genetic Algorithm to Find the Optimized Weights of Portfolio of Funds - Paperback

Name: Books by splitShops Using Mean-Variance Model and Genetic Algorithm to Find the Optimized Weights of Portfolio of Funds - Paperback - Using Mean-Variance Model and Genetic Algorithm to Find the Optimized Weights of Portfolio of Funds - Paperback
Brand: Books by splitShops
SKU: 44515242868871
Price: 76.21 USD
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by David Lai (Author)
This study investigates the performance of the weight optimization by comparing the performance of the portfolios of fund of funds (FoF) constructed by the Markowitz Mean-Variance (MV) model...