The returns and covariance matrix
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.