On multiobjective optimization in portfolio management.
E. AhmedMahmoud El-AlemPublished in: Appl. Math. Comput. (2005)
Keyphrases
- portfolio management
- multiobjective optimization
- multi objective
- min max
- portfolio optimization
- portfolio selection
- swarm intelligence
- artificial immune system
- transaction costs
- multiple objectives
- evolutionary algorithm
- financial data
- nsga ii
- optimization algorithm
- factor analysis
- multi objective optimization
- decision making
- bi objective
- artificial intelligence
- pareto optimal
- neural network
- long term
- lower bound
- genetic algorithm