A Comparative Study on Multi-objective Evolutionary Algorithms for Tri-objective Mean-Risk-Cardinality Portfolio Optimization Problems-Reference-Cited by-同舟云学术

A Comparative Study on Multi-objective Evolutionary Algorithms for Tri-objective Mean-Risk-Cardinality Portfolio Optimization Problems

Published:2021 Issue: Volume: Page:277-303
ISSN:2196-7326
Container-title:Computational Management
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Author:

Mamanis Georgios

Publisher

Springer International Publishing

Link

https://link.springer.com/content/pdf/10.1007/978-3-030-72929-5_13

Reference69 articles.

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3. Anagnostopoulos KP, Mamanis G (2011) The mean-variance cardinality constrained portfolio optimization problem: an experimental evaluation of five multiobjective evolutionary algorithms. Exp Syst Appl 38:14208–14217

4. Anagnostopoulos KP, Mamanis G (2011) Multiobjective evolutionary algorithms for complex portfolio optimization problems. Comput Manag Sci 8:259–279

5. Armananzas R, Lozano JA (2005) A multiobjective approach to the portfolio optimization problem. In: IEEE congress on evolutionary computation, pp 1388–1395

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