Optimal Portfolios on Mean-Diversification Efficient Frontiers

DOI10.1007/978-981-15-4498-9_3zbMath1457.91351OpenAlexW3046128786MaRDI QIDQ5148837

Adeola Oyenubi

Publication date: 5 February 2021

Published in: Advanced Studies of Financial Technologies and Cryptocurrency Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-4498-9_3

zbMATH Keywords

genetic algorithmportfolio optimizationdiversification

Mathematics Subject Classification ID

Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Portfolio theory (91G10)

Cites Work

• Genetic algorithms for portfolio selection problems with minimum transaction lots
• Risk and asset allocation.

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