TY - STD TI - Ashwood AJ. Portfolio selection using artificial intelligence. DBA disertation of Queensland University of Technology 2013. ID - ref1 ER - TY - JOUR AU - Fama, E. F. AU - French, F. K. PY - 1992 DA - 1992// TI - The cross-section of expected return JO - J Financ VL - 47 UR - https://doi.org/10.1111/j.1540-6261.1992.tb04398.x DO - 10.1111/j.1540-6261.1992.tb04398.x ID - Fama1992 ER - TY - JOUR AU - Farrell, J. L. PY - 1975 DA - 1975// TI - Homogeneous stock grouping: implication for portfolio management JO - Financ Anal J VL - 31 UR - https://doi.org/10.2469/faj.v31.n3.50 DO - 10.2469/faj.v31.n3.50 ID - Farrell1975 ER - TY - BOOK AU - Jones, C. P. PY - 1992 DA - 1992// TI - Portfolio management PB - McGraw-Hill’ CY - New York ID - Jones1992 ER - TY - JOUR AU - Khaksari, S. AU - Kamath, R. AU - Grieves, R. PY - 1989 DA - 1989// TI - A new approach to determining optimum portfolio mix JO - J Portf Manag VL - 15 UR - https://doi.org/10.3905/jpm.1989.409201 DO - 10.3905/jpm.1989.409201 ID - Khaksari1989 ER - TY - STD TI - Manurung AH. Consistency of shares choice in building optimal portfolio on Jakarta Stock Exchange by Fund Manager associated to ratio of empirical performance (Konsistensi Pemilihan Saham dalam Pembentukan Portfolio Optimal di BEJ oleh Manajer Investasi dikaitkan dengan Variabel Rasio Empirik Kinerja Perusahaan). 2002 Doctoral Disertation of University of Indonesia. ID - ref6 ER - TY - JOUR AU - Markowitz, H. M. PY - 1952 DA - 1952// TI - Portfolio selection JO - J Finance VL - 7 ID - Markowitz1952 ER - TY - JOUR AU - Markowitz, H. M. AU - Perold, A. F. PY - 1981 DA - 1981// TI - Portfolio analysis with factors and scenarios JO - J Financ VL - 36 UR - https://doi.org/10.1111/j.1540-6261.1981.tb04889.x DO - 10.1111/j.1540-6261.1981.tb04889.x ID - Markowitz1981 ER - TY - JOUR AU - Marmer, H. S. PY - 1991 DA - 1991// TI - Optimal international allocation under different economic environments: a Canadian perspective JO - Financ Anal J VL - 3 UR - https://doi.org/10.2469/faj.v47.n6.85 DO - 10.2469/faj.v47.n6.85 ID - Marmer1991 ER - TY - JOUR AU - Peavy, J. W. AU - Goodman, D. A. PY - 1983 DA - 1983// TI - The significance of P/Es for portfolio returns JO - J Portf Manag VL - 9 UR - https://doi.org/10.3905/jpm.1983.408913 DO - 10.3905/jpm.1983.408913 ID - Peavy1983 ER - TY - BOOK AU - Perritt, G. W. AU - Lavine, A. PY - 1990 DA - 1990// TI - Diversify: the investor’s guide to asset allocation strategies PB - Longman Financial Services Publishing CY - USA ID - Perritt1990 ER - TY - JOUR AU - Rasekhschaffe, K. C. AU - Jones, R. C. PY - 2019 DA - 2019// TI - Machine Learning for Stock Selection JO - Financ Anal J VL - 75 UR - https://doi.org/10.1080/0015198X.2019.1596678 DO - 10.1080/0015198X.2019.1596678 ID - Rasekhschaffe2019 ER - TY - BOOK AU - Reily, F. K. AU - Brown, K. C. PY - 2002 DA - 2002// TI - Investment analysis and portfolio management PB - The Dryden Press CY - New York ID - Reily2002 ER - TY - JOUR AU - Reinganum, M. C. PY - 1999 DA - 1999// TI - The significance of market capitalization in portfolio management over time JO - J Portf Manag. VL - 25 UR - https://doi.org/10.3905/jpm.1999.319750 DO - 10.3905/jpm.1999.319750 ID - Reinganum1999 ER - TY - JOUR AU - Saaty, T. L. AU - Rogers, P. L. AU - Pell, R. PY - 1980 DA - 1980// TI - Portfolio selection through hierarchies JO - J Portf Manag VL - 6 UR - https://doi.org/10.3905/jpm.1980.408749 DO - 10.3905/jpm.1980.408749 ID - Saaty1980 ER - TY - JOUR AU - Wainscott, C. B. PY - 1990 DA - 1990// TI - The Stock-bond correlation and it’s implication for asset allocation JO - Financ Anal J VL - 2 UR - https://doi.org/10.2469/faj.v46.n4.55 DO - 10.2469/faj.v46.n4.55 ID - Wainscott1990 ER - TY - JOUR AU - Wallingford, B. A. PY - 1967 DA - 1967// TI - A survey and comparison of portfolio selection models JO - J Financ Quant Anal VL - 2 UR - https://doi.org/10.2307/2329896 DO - 10.2307/2329896 ID - Wallingford1967 ER - TY - JOUR AU - Zhang, Y. AU - Guo, Q. AU - Wang, J. w. PY - 2017 DA - 2017// TI - Big data analysis using neural networks JO - Adv Eng Sci VL - 49 ID - Zhang2017 ER -