Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Using Mean-Variance Model And Genetic Algorithm To Find The Optimized Weights Of Portfolio Of FundsISBN13:9783836492973ISBN10:3836492970Author:Lai, David (Author)Description:This Study Investigates The Performance Of The Weight Optimization By Comparing The Performance Of The Portfolios Of Fund Of Funds (Fof) Constructed By The Markowitz Mean-Variance (Mv) Model Or Genetic Algorithm (Ga) To That Of S&P 500 And That Of Equal Weight Portfolio Of Mutual Funds The Chosen Target Funds Are Denominated In U S Dollar Or Euros, And Are Chosen From The European Market, United European Market, Emerging Market, Pacific Market, South Asia Market, Asia Pacific Zone Market, American Market, And Global Market The Study Period Started On February 1, 1998 And Ended On December 1, 2006 The Markowitz Mean-Variance Model Is A Famous Investment Theory In Portfolio Selection Problems But Markowitz Mean-Variance Model Requires The Assumption That The Securities Must Follow The Normal Distribution On The Contrary, Genetic Algorithm Is A Methodology With Artificial Intelligence That Is Free Of The Assumption Of Normal Distribution, And It Can Also Be Applied To The Portfolio Selection And Optimization Problems In This Thesis, We Test Whether The Genetic Algorithm Can Beat The Traditional Markowitz Mean-Variance Model Or Not Binding:Paperback, PaperbackPublisher:VDM Verlag Dr. Mueller E.K.Publication Date:2008-04-07Weight:0.24 lbsDimensions:0.15'' H x 9'' L x 6'' WNumber of Pages:72Language:English
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Location: USA
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Book Title: Using Mean-Variance Model and Genetic Algorithm to Find the Optimized Weights of Portfolio of Funds : Investigation of the performance of the weight optimization
Item Length: 9in.
Item Height: 0.1in.
Item Width: 6in.
Author: David Lai
Format: Trade Paperback
Language: English
Topic: Investments & Securities / Portfolio Management, Investments & Securities / General
Publisher: AV Akademikerverlag Gmbh & Co. KG
Publication Year: 2008
Genre: Business & Economics
Item Weight: 4.2 Oz
Number of Pages: 72 Pages
