IEEE - Institute of Electrical and Electronics Engineers, Inc. - Study of Security Investment Optimizing Combination Based on PSACO

2008 International Symposiums on Information Processing - ISIP 2008; 2008 International Pacific Workshop on Web Mining and Web-Based Application - WMWA 2008

Author(s): Jinyu Tian ; Jianhong Ma
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 May 2008
Conference Location: Moscow, Russia
Conference Date: 23 May 2008
Page(s): 710 - 714
ISBN (Paper): 978-0-7695-3151-9
DOI: 10.1109/ISIP.2008.119
Regular:

Based on Markowitzpsila theory of asset portfolio, a multi-factor and optimal model for portfolio investment in the condition of considering friction factors in China security market is... View More

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