Multi-objective functional analysis for product portfolio optimization.
Amitabha MukerjeeMadan Mohan DabbeeruPublished in: MCDM (2009)
Keyphrases
- functional analysis
- portfolio optimization
- multi objective
- bi objective
- multi objective optimization
- multiple objectives
- evolutionary algorithm
- optimization algorithm
- portfolio selection
- portfolio management
- problems involving
- objective function
- particle swarm optimization
- nsga ii
- factor analysis
- risk management
- optimization methods
- genetic algorithm
- efficient solutions
- stock price
- stock exchange
- robust optimization
- pareto optimal
- stock market
- cost function
- long term