A Partitioned Portfolio Insurance Strategy by Relational Genetic Algorithm

Jiah-Shing Chen,Yao-Tang Lin

doi:10.1007/11941439_90

A Partitioned Portfolio Insurance Strategy by Relational Genetic Algorithm

Jiah-Shing Chen, Yao-Tang Lin

https://doi.org/10.1007/11941439_90

Copy DOI

Publication Date: Jan 1, 2006

Citations: 12

Affiliation: National Central University

#Portfolio Insurance Strategy #Relational Genetic Algorithm + Show 7 more

Abstract
Full-Text
Similar Papers

Abstract

AbstractThis paper proposes a new portfolio insurance strategy called partitioned portfolio insurance (PPI) strategy and a relational genetic algorithm (RGA) based on relational encoding to optimize the new partitioned portfolio insurance strategy. Experimental results show that our PPI strategy is significantly better than the traditional PI strategy and our RGA works well for solving the portfolio partitioning problem.KeywordsPartitioned Portfolio Insurance (PPI) StrategyRelational Genetic Algorithm (RGA)Grouping Genetic Algorithm (GGA)relational encoding

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Similar Papers

Paper Title

Journal

Date

Author

View more papers

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.