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