Mean-variance-skewness portfolio optimization under uncertain environment using improved genetic algorithm
Sunil Kumar Mittal, Namita Srivastava
Topics & Concepts
Computer scienceSkewnessPortfolioPortfolio optimizationMathematical optimizationVariance (accounting)Modern portfolio theorySelection (genetic algorithm)EconometricsMachine learningMathematicsFinanceEconomicsAccountingFuzzy Systems and OptimizationRisk and Portfolio OptimizationStock Market Forecasting Methods