Application of Genetic Algorithm in Portfolio Selection Problem
One of the classical applications of operation research in investment decision making is the portfolio selection problem. In this problem a fixed sum of money is to be spread among different investments and there is a risk associated with the rate of return on each investment. The object of the port...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2004-01-01
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| Series: | فصلنامه پژوهشهای اقتصادی ایران |
| Subjects: | |
| Online Access: | https://ijer.atu.ac.ir/article_3872_2e13392f4bcfb892ddf411d98a968066.pdf |