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Using Mean-Variance Model and Genetic Algorithm to Find the Optimized Weights of Portfolio of Funds.

Using Mean-Variance Model and Genetic Algorithm to Find the Optimized Weights of Portfolio of Funds. . Investigation of the Performance of the Weights Optimization. David Lai. Universidad de los Andes-CODENSA. 1. Introduction. 1.1 Motivation.

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Markowitz mean - PowerPoint PPT Presentation

Using Mean-Variance Model and Genetic Algorithm to Find the Optimized Weights of Portfolio of Funds.