The mean-variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms.
Konstantinos P. AnagnostopoulosGeorgios MamanisPublished in: Expert Syst. Appl. (2011)
Keyphrases
- multiobjective evolutionary algorithms
- experimental evaluation
- multi objective
- portfolio optimization
- optimization problems
- multiobjective optimization
- multiobjective evolutionary algorithm
- evolutionary algorithm
- portfolio selection
- bi objective
- nature inspired
- objective function
- dynamic programming
- optimization algorithm
- risk management