Efficient Portfolio Construction with the Use of Multiobjective Evolutionary Algorithms: Best Practices and Performance Metrics
Author:
Affiliation:
1. Decision Support Systems Laboratory, Department of Informatics, University of Piraeus, 80, Karaoli & Dimitriou Str., 18534 Piraeus, Greece
Abstract
Publisher
World Scientific Pub Co Pte Lt
Subject
Computer Science (miscellaneous),Computer Science (miscellaneous)
Link
https://www.worldscientific.com/doi/pdf/10.1142/S0219622015300013
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1. A portfolio optimization model with three objectives and discrete variables
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