Robust Optimization Approaches to Single Period Portfolio Allocation Problem

2016 ◽  
pp. 265-283 ◽  
Author(s):  
Nalân Gülpınar ◽  
Zhezhi Hu
Keyword(s):  
Robust Optimization ◽  
Portfolio Allocation ◽  
Allocation Problem ◽  
Single Period

Evolutionary Algorithms in Problem Solving and Machine Learning

2011 ◽  
pp. 124-137
Author(s):  
Marco Tomassini ◽  
Leonardo Vanneschi
Keyword(s):  
Machine Learning ◽  
Genetic Algorithms ◽  
Problem Solving ◽  
Drug Design ◽  
Evolutionary Algorithms ◽  
Genetic Programming ◽  
Portfolio Allocation ◽  
Allocation Problem ◽  
Financial Problem ◽  
Sufficient Detail

In the first part of the chapter, evolutionary algorithms are briefly described, especially genetic algorithms and genetic programming, with sufficient detail so as to prepare the ground for the second part. The latter presents in more detail two specific applications. The first is about an important financial problem: the portfolio allocation problem. The second one deals with a biochemical problem related to drug design and efficacy.

New light on the portfolio allocation problem

2003 ◽  
Vol 56 (3) ◽  
pp. 501-511 ◽  
Author(s):  
R. A. Maller ◽  
D. A. Turkington
Keyword(s):  
Portfolio Allocation ◽  
Allocation Problem

Symmetry and order in the portfolio allocation problem

2002 ◽  
Vol 19 (4) ◽  
pp. 747-772 ◽  
Author(s):  
Harvey E. Lapan ◽  
David A. Hennessy
Keyword(s):  
Portfolio Allocation ◽  
Allocation Problem
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