International portfolio choice and political instability risk: A multi-objective approach.

Published in: Eur. J. Oper. Res. (2014)

Keyphrases

multi objective
efficient frontier
portfolio optimization
portfolio management
evolutionary algorithm
multi objective optimization
bi objective
international trade
multiple objectives
optimization algorithm
multiobjective optimization

objective function
portfolio selection
particle swarm optimization
investment decisions
decision making
e government
social media
risk assessment
conflicting objectives
portfolio theory

genetic algorithm
high risk
risk factors
early warning
optimal portfolio
evolutionary optimization
pareto optimal
risk analysis
world wide
risk measures

market data
neural network
risk management
nsga ii
optimum design
multi objective optimization problems
risk averse
multi criteria
south african
multi objective evolutionary algorithms