Journal of Mathematical Finance

Vol.6 No.4(2016), Paper ID 70614, 6 pages

DOI:10.4236/jmf.2016.64037

 

Research on the Portfolio Optimization Model under Quantitative Constraint Based on Genetic Algorithm

 

Shunquan Zhu

 

School of Finance, Guangdong University of Finance & Economics, Guangzhou, China

 

Copyright © 2016 Shunquan Zhu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Zhu, S. (2016) Research on the Portfolio Optimization Model under Quantitative Constraint Based on Genetic Algorithm. Journal of Mathematical Finance, 6, 465-470. doi: 10.4236/jmf.2016.64037.

Copyright © 2024 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.