Author(s)

Shunquan Zhu

School of Finance, Guangdong University of Finance & Economics, Guangzhou, China.

This paper is based on covariance and expected return, building portfolio risk optimization model. Using Genetic Algorithm and Quadratic Programming, three securities portfolio Optimization model is resolved, and we find that Genetic Algorithm having priority for Restraint Conditions is not a linear model.

Portfolio Optimization Decision Making, Quadratic Programming, Genetic Algorithm

Zhu, S. (2016) Research on the Portfolio Optimization Model under Quantitative Constraint Based on Genetic Algorithm. Journal of Mathematical Finance, 6, 465-470. doi: 10.4236/jmf.2016.64037.