Title
Models for portfolio management on enhancing periodic consideration and portfolio selection
Document Type
Conference Proceeding
Publication Date
2011
DOI
10.1109/ICNC.2011.6022041
Abstract
This research proposes two new models, Recent Period Importance Model and w-Value Model, for portfolio selection where risk tolerance and periodic parameter are considered as variables. Genetic Algorithm is used to solve the optimization problem for portfolio selection. These two new models will be illustrated by example and compared with the traditional Markowitz Model.
Source Publication
The 7th International Conference on Natural Computation (ICNC), 2011 Jul 26-28, Shanghai, China
Volume Number
1
ISSN
2157-9555
ISBN
9781424499502
First Page
176
Last Page
180
Recommended Citation
Fu, T.,Ng, C.,Wong, K.,& Chung, F. (2011). Models for portfolio management on enhancing periodic consideration and portfolio selection. The 7th International Conference on Natural Computation (ICNC), 2011 Jul 26-28, Shanghai, China, 1, 176-180. http://dx.doi.org/10.1109/ICNC.2011.6022041