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72 pages • missing pub info (editions)
ISBN/UID: 9783639108576
Format: Paperback
Language: English
Publisher: VDM Verlag
Publication date: 03 December 2008
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 tha...
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Content Warnings
72 pages • missing pub info (editions)
ISBN/UID: 9783639108576
Format: Paperback
Language: English
Publisher: VDM Verlag
Publication date: 03 December 2008
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 tha...
Community Reviews
Content Warnings