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Application of Genetic Algorithm in Portfolio Selection Problem

Simin Abdolalizadeh Shahir; Koroush Eshghi

Volume 5, Issue 17 , February 2004, , Pages 175-192

Abstract
  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 portfolio ...  Read More