An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemes

With the increasing popularity of defined contribution pension schemes, the related asset allocation problem has become more prominent. The usual portfolio asset allocation approach is far from being appropriate since the asset allocation problem faced by

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Studies in Computational Intelligence, Volume 100 Editor-in-chief Prof. Janusz Kacprzyk Systems Research Institute Polish Academy of Sciences ul. Newelska 6 01-447 Warsaw Poland E-mail: [email protected] Further volumes of this series can be found on our homepage: springer.com Vol. 78. Costin Badica and Marcin Paprzycki (Eds.) Intelligent and Distributed Computing, 2008 ISBN 978-3-540-74929-5 Vol. 79. Xing Cai and T.-C. Jim Yeh (Eds.) Quantitative Information Fusion for Hydrological Sciences, 2008 ISBN 978-3-540-75383-4 Vol. 80. Joachim Diederich Rule Extraction from Support Vector Machines, 2008 ISBN 978-3-540-75389-6 Vol. 81. K. Sridharan Robotic Exploration and Landmark Determination, 2008 ISBN 978-3-540-75393-3

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