【Key words】 Portfolio optimization; Probability Criteria; M-V model; Transactions cost; Genetic Algorithm;
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【Key words】 investment security fund; investment risk; fund performance evaluation index; portfolio optimum; risk elusion;
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并根据该指标,提出了股票投资组合的优化模型。
Based on this index, an optimization model of stocks portfolio is put forward.
最优化经理人架构和预算经理人风险。投资组合管理期刊( 2000年春季刊) 90 - 104 。
Waring , barton, duane whitney, john pirone and charles castille. optimizing manager structure and budgeting manager risk. the journal of portfolio management ( spring 2000 ) : 90 - 104
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