How to cite this paper
Sarijaloo, A & Moradbakloo, A. (2014). Asset management using genetic algorithm: Evidence from Tehran Stock Exchange.Management Science Letters , 4(2), 221-226.
Refrences
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Chang, T. J., Meade, N., Beasley, J. E., & Sharaiha, Y. M. (2000). Heuristics for cardinality constrained portfolio optimisation. Computers & Operations Research, 27(13), 1271-1302.
Chang, T. J., Yang, S. C., & Chang, K. J. (2009). Portfolio optimization problems in different risk measures using genetic algorithm. Expert Systems with Applications, 36(7), 10529-10537.
Cura, T. (2009). Particle swarm optimization approach to portfolio optimization. Nonlinear Analysis: Real World Applications, 10(4), 2396-2406.
Doerner, K., Gutjahr, W. J., Hartl, R. F., Strauss, C., & Stummer, C. (2004). Pareto ant colony optimization: A metaheuristic approach to multiobjective portfolio selection. Annals of Operations Research, 131(1-4), 79-99.
Fernandez-Rodriguez, F., Gonzalez-Martel, C., & Sosvilla-Rivero, S. (2005). Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market. Applied Financial Economics, 15(11), 773-775.
Freitas, F. D., De Souza, A. F., & de Almeida, A. R. (2009). Prediction-based portfolio optimization model using neural networks. Neurocomputing, 72(10), 2155-2170.
Goldberg, D. E., & Holland, J. H. (1988). Genetic algorithms and machine learning. Machine learning, 3(2), 95-99.
Lin, D., Li, X., & Li, M. (2005). A genetic algorithm for solving portfolio optimization problems with transaction costs and minimum transaction lots. Advances in Natural Computation (pp. 808-811). Springer Berlin Heidelberg.
Lin, C. C., & Liu, Y. T. (2008). Genetic algorithms for portfolio selection problems with minimum transaction lots. European Journal of Operational Research, 185(1), 393-404.
Markowitz, H. (1952). Portfolio selection. The journal of finance, 7(1), 77-91.
Maringer, D., & Kellerer, H. (2003). Optimization of cardinality constrained portfolios with a hybrid local search algorithm. OR Spectrum, 25(4), 481-495.
Michalewicz, Z. (1996). Genetic algorithms+ data structures= evolution programs. springer.
Oh, K. J., Kim, T. Y., & Min, S. (2005). Using genetic algorithm to support portfolio optimization for index fund management. Expert Systems with Applications, 28(2), 371-379.
Raymond, M., & Rousset, F. (1995). GENEPOP (version 1.2): population genetics software for exact tests and ecumenicism. Journal of heredity, 86(3), 248-249.
Sharpe, W. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance, 19, 425-442.
Sharp, Z. (2007). Principles of stable isotope geochemistry (p. 344). Upper Saddle River, NJ, USA: Pearson Education.
Skolpadungket, P., Dahal, K., & Harnpornchai, N. (2007, September). Portfolio optimization using multi-objective genetic algorithms. In Evolutionary Computation, 2007. CEC 2007. IEEE Congress on (pp. 516-523). IEEE.
Zitzler, E., Deb, K., & Thiele, L. (2000). Comparison of multiobjective evolutionary algorithms: Empirical results. Evolutionary computation, 8(2), 173-195.
Chang, T. J., Meade, N., Beasley, J. E., & Sharaiha, Y. M. (2000). Heuristics for cardinality constrained portfolio optimisation. Computers & Operations Research, 27(13), 1271-1302.
Chang, T. J., Yang, S. C., & Chang, K. J. (2009). Portfolio optimization problems in different risk measures using genetic algorithm. Expert Systems with Applications, 36(7), 10529-10537.
Cura, T. (2009). Particle swarm optimization approach to portfolio optimization. Nonlinear Analysis: Real World Applications, 10(4), 2396-2406.
Doerner, K., Gutjahr, W. J., Hartl, R. F., Strauss, C., & Stummer, C. (2004). Pareto ant colony optimization: A metaheuristic approach to multiobjective portfolio selection. Annals of Operations Research, 131(1-4), 79-99.
Fernandez-Rodriguez, F., Gonzalez-Martel, C., & Sosvilla-Rivero, S. (2005). Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market. Applied Financial Economics, 15(11), 773-775.
Freitas, F. D., De Souza, A. F., & de Almeida, A. R. (2009). Prediction-based portfolio optimization model using neural networks. Neurocomputing, 72(10), 2155-2170.
Goldberg, D. E., & Holland, J. H. (1988). Genetic algorithms and machine learning. Machine learning, 3(2), 95-99.
Lin, D., Li, X., & Li, M. (2005). A genetic algorithm for solving portfolio optimization problems with transaction costs and minimum transaction lots. Advances in Natural Computation (pp. 808-811). Springer Berlin Heidelberg.
Lin, C. C., & Liu, Y. T. (2008). Genetic algorithms for portfolio selection problems with minimum transaction lots. European Journal of Operational Research, 185(1), 393-404.
Markowitz, H. (1952). Portfolio selection. The journal of finance, 7(1), 77-91.
Maringer, D., & Kellerer, H. (2003). Optimization of cardinality constrained portfolios with a hybrid local search algorithm. OR Spectrum, 25(4), 481-495.
Michalewicz, Z. (1996). Genetic algorithms+ data structures= evolution programs. springer.
Oh, K. J., Kim, T. Y., & Min, S. (2005). Using genetic algorithm to support portfolio optimization for index fund management. Expert Systems with Applications, 28(2), 371-379.
Raymond, M., & Rousset, F. (1995). GENEPOP (version 1.2): population genetics software for exact tests and ecumenicism. Journal of heredity, 86(3), 248-249.
Sharpe, W. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance, 19, 425-442.
Sharp, Z. (2007). Principles of stable isotope geochemistry (p. 344). Upper Saddle River, NJ, USA: Pearson Education.
Skolpadungket, P., Dahal, K., & Harnpornchai, N. (2007, September). Portfolio optimization using multi-objective genetic algorithms. In Evolutionary Computation, 2007. CEC 2007. IEEE Congress on (pp. 516-523). IEEE.
Zitzler, E., Deb, K., & Thiele, L. (2000). Comparison of multiobjective evolutionary algorithms: Empirical results. Evolutionary computation, 8(2), 173-195.