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Using a genetic algorithm-based RAROC model for the performance and persistence of the funds - MaRDI portal

Using a genetic algorithm-based RAROC model for the performance and persistence of the funds (Q3179210)

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Using a genetic algorithm-based RAROC model for the performance and persistence of the funds
scientific article

    Statements

    title
    Using a genetic algorithm-based RAROC model for the performance and persistence of the funds (English)
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    author
    Shang-Ling Ou
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    Li-Yu Daisy Liu
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    Yih-Chang Ou
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    publication date
    21 December 2016
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    zbMATH Keywords
    genetic algorithm
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    RAROC
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    optimal decay factor
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    performance
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    persistence
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    mutual funds
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    Identifiers

    Mathematics Subject Classification ID
    62-07
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    62P12
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    62C05
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    90C59
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    zbMATH DE Number
    6667412
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    OpenAlex ID
    W1996710280
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