Based on the dynamic programming method, by the use of the constraints on VaR, laws, regulations, and operation, a multiperiod dynamic portfolio optimal model for banks is successfully developed with the objective of maximizing the portfolio's yield. The characteristics and innovations of this paper
β¦ LIBER β¦
Multi-period model of portfolio investment and adjustment based on hybrid genetic algorithm
β Scribed by Ximin Rong; Meiping Lu; Lin Deng
- Book ID
- 107626662
- Publisher
- Tianjin University
- Year
- 2009
- Tongue
- Chinese
- Weight
- 298 KB
- Volume
- 15
- Category
- Article
- ISSN
- 1006-4982
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