Coupling a memetic algorithm to simulation models for promising multi-period asset allocations

DOI10.1016/J.COR.2013.02.014zbMath1348.91264OpenAlexW1979880732MaRDI QIDQ336580

Hsiao-Tzu Huang, Tzu-Yi Yu

Publication date: 10 November 2016

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2013.02.014

zbMATH Keywords

metaheuristicsinsurancememetic algorithmasset allocations

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Financial applications of other theories (91G80) Portfolio theory (91G10)

Uses Software

• Genocop

Cites Work

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