are calculated using Microsoft Excel 2003.
This program is also used to evaluate the performance of constructed portfolios and to make the graphs that are presented in the results section.
MATLAB 6.5 is used to code the genetic algorithm and it performs the quadratic programming.
All computations were performed on an AMD AthlonTM 64 processor, 1.80 Ghz, 1 GB Ram, personal computer running Windows XP Professional.