Amir Mobasheri

University of Vaasa - Department of Accounting and Finance

P.O. Box 700

FIN-65101 Vaasa, FI-65101

Finland

SCHOLARLY PAPERS

1

DOWNLOADS

223

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Portfolio Construction Using Predictive Linear Model – An Adaptive Multi-Objective Approach

Number of pages: 38 Posted: 25 Jun 2019
Amir Mobasheri
University of Vaasa - Department of Accounting and Finance
Downloads 223 (234,250)

Abstract:

Loading...

Forecasting stock market, Adaptive forecasting, Dynamic variable selection, Multi-objective genetic algorithm, Economic and statistical performance measure