Optimal Portfolio Selection Using Mean Variance Model Based on Genetic Algorithm : An Empirical Study in a Sample of Algerian Stocks Exchange
| المصدر: | مجلة التنمية الإقتصادية |
|---|---|
| الناشر: | جامعة الشهيد حمه لخضر الوادي |
| المؤلف الرئيسي: | Boudjenane, Khaldia (Author) |
| المجلد/العدد: | مج3, ع6 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2018
|
| الشهر: | ديسمبر |
| الصفحات: | 229 - 238 |
| ISSN: |
2543-3490 |
| رقم MD: | 962059 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Genetic Algorithm | Optimal Portfolio | Means Variance | Risk | Expected Return
|
| رابط المحتوى: |
عدد مرات التحميل
8
| LEADER | 01645nam a22002177a 4500 | ||
|---|---|---|---|
| 001 | 1706022 | ||
| 041 | |a eng | ||
| 044 | |b الجزائر | ||
| 100 | |a Boudjenane, Khaldia |e Author |9 518066 | ||
| 245 | |a Optimal Portfolio Selection Using Mean Variance Model Based on Genetic Algorithm : |b An Empirical Study in a Sample of Algerian Stocks Exchange | ||
| 260 | |b جامعة الشهيد حمه لخضر الوادي |c 2018 |g ديسمبر | ||
| 300 | |a 229 - 238 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b In this paper we tend to select an optimal portfolio from its different stochastic models. So the aim is to propose a new technique of optimization through the mean variance model based on genetic algorithm. This latter is used to minimize portfolio risk and maximize portfolio return of Algerian stocks exchange in order to prove the performance of the proposed technique which is implemented in three firms stocks. The findings of this research allowed us to validate the performance of proposed technique which is strongly linked to the selected objective function. | ||
| 653 | |a الخوارزمية الجينية |a العوائد المالية |a المعايير المحاسبية |a الاسواق المالية |a الجزائر | ||
| 692 | |b Genetic Algorithm |b Optimal Portfolio |b Means Variance |b Risk |b Expected Return | ||
| 773 | |4 الاقتصاد |6 Economics |c 016 |f Mağallaẗ al-tanmiyaẗ al-iqtiṣādiyaẗ |l 006 |m مج3, ع6 |o 1694 |s مجلة التنمية الإقتصادية |t Journal of Economic Development |v 003 |x 2543-3490 | ||
| 856 | |u 1694-003-006-016.pdf | ||
| 930 | |d y |p y | ||
| 995 | |a EcoLink | ||
| 999 | |c 962059 |d 962059 | ||
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