Computational intelligence in optimal portfolio selection — The PI model
暂无分享,去创建一个
Yiannis S. Boutalis | Avi Arampatzis | N. Loukeris | S. Livanis | L. Maltoudoglou | Y. Boutalis | A. Arampatzis | N. Loukeris | L. Maltoudoglou | S. Livanis
[1] Avanidhar Subrahmanyam,et al. Behavioral Finance: A Review and Synthesis , 2007 .
[2] N. Loukeris,et al. A numerical evaluation of meta-heuristic techniques in portfolio optimisation , 2009, Oper. Res..
[3] J. Courtis. MODELLING A FINANCIAL RATIOS CATEGORIC FRAMEWORK , 1978 .
[4] Ingoo Han,et al. Hybrid genetic algorithms and support vector machines for bankruptcy prediction , 2006, Expert Syst. Appl..
[5] Kin Keung Lai,et al. Mean-Variance-Skewness-Kurtosis-based Portfolio Optimization , 2006, First International Multi-Symposiums on Computer and Computational Sciences (IMSCCS'06).
[6] Angelo Ranaldo,et al. How to Price Hedge Funds: From Two- to Four-Moment CAPM , 2005 .
[7] Dietmar Maringer,et al. Global optimization of higher order moments in portfolio selection , 2009, J. Glob. Optim..