Handling the complexities of the multi-constrained portfolio optimization problem with the support of a novel MOEA
Author:
Affiliation:
1. Decision Support Systems Laboratory, Department of Informatics, University of Piraeus, Piraeus, Greece
Publisher
Informa UK Limited
Subject
Marketing,Management Science and Operations Research,Strategy and Management,Management Information Systems
Link
http://link.springer.com/content/pdf/10.1057/s41274-017-0209-4.pdf
Reference40 articles.
1. A portfolio optimization model with three objectives and discrete variables
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5. Algorithm for cardinality-constrained quadratic optimization
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