Asset management using genetic algorithm: Evidence from Tehran Stock Exchange
This paper presents an empirical investigation to study the effect of market management using Markowitz theorem. The study uses the information of 50 best performers on Tehran Stock Exchange over the period 2006-2009 and, using Markowitz theorem, the efficient asset allocation are determined and the...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2014-02-01
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| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/Vol4/msl_2013_410.pdf |
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