Using Mean-Variance Model and Genetic Algorithm to Find the Optimized Weights of Portfolio of Funds by David Lai

Using Mean-Variance Model and Genetic Algorithm to Find the Optimized Weights of Portfolio of Funds

David Lai

72 pages missing pub info (editions)

nonfiction business economics informative medium-paced

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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