Multi-period Mean-variance Portfolio Selection with Practical Constraints using Heuristic Genetic Algorithms

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Original language	American English
Pages (from-to)	209-221
Journal	International Journal of Computational Economics and Econometrics
Volume	10
Issue number	3
State	Published - 1 Jun 2020

Cite this

@article{1fa37ac4d6cd4773a5e41eec6ec416b5,

title = "Multi-period Mean-variance Portfolio Selection with Practical Constraints using Heuristic Genetic Algorithms",

author = "Yao-Tsung Chen and Hao-Qun Yang",

year = "2020",

month = jun,

day = "1",

language = "American English",

volume = "10",

pages = "209--221",

journal = "International Journal of Computational Economics and Econometrics",

issn = "1757-1170",

publisher = "Inderscience Publishers",

number = "3",

}

TY - JOUR

T1 - Multi-period Mean-variance Portfolio Selection with Practical Constraints using Heuristic Genetic Algorithms

AU - Chen, Yao-Tsung

AU - Yang, Hao-Qun

PY - 2020/6/1

Y1 - 2020/6/1

M3 - Article

SN - 1757-1170

VL - 10

SP - 209

EP - 221

JO - International Journal of Computational Economics and Econometrics

JF - International Journal of Computational Economics and Econometrics

IS - 3

ER -