Research Article
Enhanced Stutzer Index Optimization Using Hybrid Genetic Algorithm and Sequential Quadratic Programming

Citation to this article as recorded by ASCI
Amatyakul, D. and P. Chintrakarn, 2012. Strategic asset allocation and portfolio rebalancing with anomalies: Evidence from emerging markets. J. Applied Sci., 12: 761-767.
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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.
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Lye, C.T., 2012. The performance and efficiency of growth and value stocks: Evidence from Asia. Int. J. Appl. Econ. Finance, 6: 17-28.
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Pipattadanukul, W. and P. Chintrakarn, 2012. Analyzing long and short-run relationships between comex gold and silver futures. J. Applied Sci., 12: 668-674.
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