Multi-objective genetic algorithm based on the fuzzy MULTIMOORA method for solving the cardinality constrained portfolio optimization

Author:

Deliktaş DeryaORCID,Ustun Ozden

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence

Reference103 articles.

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3. Kalayci CB, Ertenlice O, Akbay MA (2019) A comprehensive review of deterministic models and applications for mean-variance portfolio optimization. Expert Syst Appl 125:345–368

4. Konno H (1990) Piecewise linear risk function and portfolio optimization. J Oper Res Soc Jpn 33(2):139–156

5. Arthur JL, Ghandforoush P (1987) Subjectivity and portfolio optimization. Advances in mathematical programming and financial planning 1:171–186

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