Models for portfolio management on enhancing periodic consideration and portfolio selection

机译：加强定期考虑和投资组合选择的投资组合管理模型

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This research proposes two new models, Recent Period Importance Model and w-Value Model, for portfolio selection where risk tolerance and periodic parameter are considered as variables. Genetic Algorithm is used to solve the optimization problem for portfolio selection. These two new models will be illustrated by example and compared with the traditional Markowitz Model.

机译：这项研究提出了两个新模型，最近期重要性模型和w值模型，用于将风险承受能力和周期参数视为变量的投资组合选择。遗传算法用于解决投资组合选择的优化问题。这两个新模型将通过示例进行说明，并与传统的Markowitz模型进行比较。

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来源
《2011 Seventh International Conference on Natural Computation》|2011年|p.176-180|共5页
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作者
Fu Tak-chung; Ng Chak-man; Wong Ka-wai; Chung Fu-lai;
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原文格式 PDF
正文语种
中图分类理论、方法;
关键词
Markowitz model; genetic algorithm; portfolio management;

机译：Markowitz模型遗传算法组合管理;

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机译：涉及财务和道德考虑的投资组合选择的混合优化模型
2. Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models [J] . Renato Bruni, Francesco Cesarone, Andrea Scozzari, Data in Brief . 2016,第1期

机译：用于投资组合选择的现实世界数据集和一些随机支配投资组合模型的解决方案
3. TANGENCY PORTFOLIOS IN THE LP SOLVABLE PORTFOLIO SELECTION MODELS [J] . Reza Keykhaei, Mohamad Taghi Jahandideh RAIRO Operation Research . 2012,第2期

机译：LP可求解组合选择模型中的正切组合
4. Models for portfolio management on enhancing periodic consideration and portfolio selection [C] . Fu Tak-chung, Ng Chak-man, Wong Ka-wai, International Conference on Natural Computation . 2011

机译：增强周期性考虑和投资组合选择的组合管理模型
5. Graphical Models in Financial Market and Portfolio Allocation: Applications and Considerations [D] . Zhou, Zhipu. 2020

机译：金融市场和投资组合分配的图形模型：应用和考虑
6. Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models [O] . Renato Bruni, Francesco Cesarone, Andrea Scozzari, 2016

机译：用于投资组合选择的现实世界数据集和一些随机支配投资组合模型的解决方案
7. Review of investment strategy, portfolio management, and scorecard based portfolio selection tool for direct property investments in Finland [O] . Kurki Henri 2015

机译：审查芬兰的直接房地产投资的投资策略，投资组合管理和基于记分卡的投资组合选择工具

Models for portfolio management on enhancing periodic consideration and portfolio selection

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