The Research on Portfolio Optimization Model and Strategy for Multiple Objectives
【摘要】:正Application of multi-objective optimization method,the issue of portfolio risk is analyzed and simulated and the feasibility of the scheme is validated under the uncertain investment environment.Proposed the use of multi-objective optimization genetic algorithm portfolio risk measurement methods,this work educe the estimation Model of Risk-Minimization for Portfolio Investment Using such as Benefits and risks as Target,then gives a specific evolutionary algorithm,and finally,a simulation example.