给出证券组合选择的一个进化博弈方法。

This paper we presents an evolutionary game theory approach for portfolio selection.

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以证券组合选择为研究对象，讨论寻求高收益、低风险的最佳证券组合。

Neural networks for solving the securities portfolio model of tradeoff between risk and return;

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运用模糊优化和进化规划方法，研究新风险概念下的模糊证券组合选择，并给出了其相应算法。

Then the methods of fuzzy optimization and evolution programming are adopted to study the portfolio investment under a new risk concept, and an algorithm for solving the problem is given.

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Because we hold relatively stable, relatively well-diversified portfolios, security selection turns out not to be an important determinant of returns for most investors and market timing turns out not to be an important determinant of returns.

因为持有相对稳定,和相对分散的投资组合,证券选择不再是,决定投资者回报率的重要因素,而市场时机选择,也不会成为决定回报率的重要因素

耶鲁公开课 - 金融市场课程节选