Title :
Notice of Retraction
Portfolio optimization with uncertain investment expire time
Author :
Guo Zhi-gang ; Zhu Xiao-mei
Author_Institution :
Sch. of Econ. & Manage., Southwest Pet. Univ. Chengdu, Chengdu, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
Risk control is an eternal topic in security investment a research focus in financial economics. Under the base of traditional Markowitz portfolio model, erect portfolio model with uncertainty of expire time by using of CVaR. Then solve the relevant empirical model by genetic algorithm, obtain the optimal allocation of the securities portfolio.
Keywords :
genetic algorithms; investment; risk management; uncertain systems; CVaR; Markowitz portfolio model; erect portfolio model; expire time uncertainty; financial economics; genetic algorithm; optimal allocation; portfolio optimization; risk control; security investment; uncertain investment expire time; Biological system modeling; Security; Uncertainty; investment uncertain risk CVaR GA;
Conference_Titel :
Advanced Management Science (ICAMS), 2010 IEEE International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4244-6931-4
DOI :
10.1109/ICAMS.2010.5552859
