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Amatyakul, D. and P. Chintrakarn, 2012. Strategic asset allocation and portfolio rebalancing with anomalies: Evidence from emerging markets. J. Applied Sci., 12: 761-767. CrossRefDirect Link |
Lye, C.T. and N.A.M. Yusof, 2011. Performance of listed state-owned enterprises using sortino ratio optimization. J. Applied Sci., 11: 3436-3441. CrossRef |
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Performance of Listed State-owned Enterprises using Sortino Ratio Optimization Journal of Applied Sciences Vol. 11, Issue 19, 3436, 2011 |
How to cite this article
M. Jasemi, A.M. Kimiagari and M. Jasemi, 2011. On Development of Technical Analysis Based Portfolio Optimization Models. Asian Journal of Industrial Engineering, 3: 1-12.
DOI: 10.3923/ajie.2011.1.12
URL: https://scialert.net/abstract/?doi=ajie.2011.1.12
DOI: 10.3923/ajie.2011.1.12
URL: https://scialert.net/abstract/?doi=ajie.2011.1.12