Evolving asset selection using genetic network programming

V Parque, S Mabu, K Hirasawa - IEEJ transactions on electrical …, 2012 - Wiley Online Library
As global financial innovation opens innumerable risks and opportunities, a global view of
the asset allocation brings advantages in risk diversification for investments. We propose a …

Measuring Bond Market Liquidity: Devising A Composite Aggregate Liquidity Score

M Choudhry - The Journal of Trading, 2009 - pm-research.com
The importance of liquidity in financial markets is emphasised strongly in the academic
literature. There is more than one definition of liquidity, which can lead to confusion when …

[CITATION][C] Thirty Volatility Indexes: Worldwide tools to gauge sentiment and diversify portfolios

MT Moran - The Journal of Beta Investment …, 2014 - Institutional Investor Journals …