Some new results on value ranges of risks for mean-variance portfolio models.
Xue DengJunfeng ZhaoPublished in: Inf. Sci. (2013)
Keyphrases
- probabilistic model
- experimental data
- artificial intelligence
- genetic algorithm
- decision making
- prior knowledge
- portfolio selection
- statistical model
- efficient frontier
- quasi linear
- portfolio optimization
- accurate models
- neural network model
- statistical models
- machine learning algorithms
- model selection
- evolutionary algorithm
- three dimensional
- information systems