A hybrid approach for portfolio selection with higher-order moments: Empirical evidence from Shanghai Stock Exchange

标题
A hybrid approach for portfolio selection with higher-order moments: Empirical evidence from Shanghai Stock Exchange
作者
关键词
Portfolio optimization, Higher-order moments, Genetic algorithm, Machine learning algorithm
出版物
EXPERT SYSTEMS WITH APPLICATIONS
Volume 145, Issue -, Pages 113104
出版商
Elsevier BV
发表日期
2019-12-03
DOI
10.1016/j.eswa.2019.113104

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