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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 |
Lye, C.T., 2012. The performance and efficiency of growth and value stocks: Evidence from Asia. Int. J. Appl. Econ. Finance, 6: 17-28. CrossRef |
Pipattadanukul, W. and P. Chintrakarn, 2012. Analyzing long and short-run relationships between comex gold and silver futures. J. Applied Sci., 12: 668-674. CrossRefDirect Link |
Citation to this article as recorded by
The Performance and Efficiency of Growth and Value Stocks: Evidence from Asia The International Journal of Applied Economics and Finance Vol. 6, Issue 1, 17, 2012 |
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
Chun Teck Lye , 2011. Enhanced Stutzer Index Optimization Using Hybrid Genetic Algorithm and Sequential Quadratic Programming. Journal of Applied Sciences, 11: 855-860.
DOI: 10.3923/jas.2011.855.860
URL: https://scialert.net/abstract/?doi=jas.2011.855.860
DOI: 10.3923/jas.2011.855.860
URL: https://scialert.net/abstract/?doi=jas.2011.855.860