An Evolutionary Approach to Multiperiod Asset Allocation.

Stefania Baglioni Célia da Costa Pereira Dario Sorbello Andrea Tettamanzi

Published in: EuroGP (2000)

Keyphrases

asset allocation
portfolio management
stock market
production planning
capacity expansion
optimal portfolio
quadratic optimization
portfolio optimization
robust optimization
portfolio selection
decision making
financial data
investment decisions
artificial intelligence
decision support system
knapsack problem