Probability Criterion Model for Portfolio Selection and Its Solution Using TSII
Zikang Zhou · Journal of systems management · 2006
Considering portfolio selection issue with the realistic environments of the stock market in China,we propose Probability Criterion Model in this paper.The experimental distribution acquired on real history data is adopted to approach the real distribution.TSII(Tabu Search with Stochastic Simulation of Stratified Sampling Intelligently Integrated) is further constructed to solve the Probability Criterion Model for Portfolio Selection.A demonstration with bearable return-loss risk efficient frontier is supplied in the end.