A hybrid genetic algorithm for a two-stage stochastic portfolio optimization with uncertain asset prices

Tianxiang Cui, Ruibin Bai, Andrew J. Parkes, Fang He, Rong Qu, Jingpeng Li

Research output: Chapter in Book/Conference proceeding › Conference contribution › peer-review

8 Citations (Scopus)

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Keyphrases

Computer Science

Economics, Econometrics and Finance