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Zhang, W.G. (2007) Modern Portfolio Theory—Model, Methods and Application. Science Press, Beijing, 3.

has been cited by the following article:

• TITLE: Research on the Portfolio Optimization Model under Quantitative Constraint Based on Genetic Algorithm

  AUTHORS: Shunquan Zhu

  KEYWORDS: Portfolio Optimization Decision Making, Quadratic Programming, Genetic Algorithm

  JOURNAL NAME: Journal of Mathematical Finance, Vol.6 No.4, September 16, 2016

  ABSTRACT: This paper is based on covariance and expected return, building portfolio risk optimization model. Using Genetic Algorithm and Quadratic Programming, three securities portfolio Optimization model is resolved, and we find that Genetic Algorithm having priority for Restraint Conditions is not a linear model.