PORTFOLIO RESEARCH BASED ON GENETIC ALGORITHM
Zhou Gen-bao · Journal of Inner Mongolia Agricultural University · 2012
With the great improvement of China's economic strength,a lot of investors turn to Chinese investment market.But in the face of numerous investment instruments,how they choose the optimal portfolio investment is more and more significant.Markowitz first put forward about portfolio Mean-Variance model in 1952.M-V model is the base of modern portfolio theory.According to the characteristic of investment portfolio,this paper use a kind of improved genetic algorithm-multi-objective genetic algorithm to solve the Markowitz model which is limited investment restrictions.Research results show that improved genetic algorithm effectivelyimproves the efficiency of the algorithm.This method is scientific and reasonable.