A portfolio selection strategy using Genetic Relation Algorithm

Abstract

This paper proposes a new strategy β-GRA for portfolio selection in which the return and risk are considered as measures of strength in Genetic Relation Algorithm (GRA). Since the portfolio beta β efficiently measures the volatility relative to the benchmark index or the capital market, β is usually employed for portfolio evaluation or prediction, but… (More)
DOI: 10.1109/CEC.2010.5586430

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