Evolutionary Multiperiod Asset Allocation.

Stefania Baglioni Dario Sorbello Célia da Costa Pereira Andrea Tettamanzi

Published in: GECCO (2000)

Keyphrases

asset allocation
portfolio management
stock market
genetic algorithm
portfolio optimization
quadratic optimization
portfolio selection
optimal portfolio
artificial intelligence
simulated annealing
production planning
robust optimization
interior point methods
capacity expansion