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Portfolio Selection and Optimization Using Genetic Operators
https://doi.org/10.1142/9789812791375_0003Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Introduction
Literature Review
Clearing Method for Genetic Niching
Genetic Operators for Portfolio Optimization
Generating Multiple Portfolios
Transaction Costs
Portfolio Optimization with Transaction Costs
Conclusion
