A New MOPSO to Solve a Multi-Objective Portfolio Selection Model with Fuzzy Value-at-Risk.
Bo WangYou LiJunzo WatadaPublished in: KES (3) (2011)
Keyphrases
- bi objective
- multi objective
- portfolio optimization
- multiple objectives
- objective function
- multi objective optimization
- nsga ii
- evolutionary algorithm
- optimization algorithm
- particle swarm optimization
- multiobjective optimization
- genetic algorithm
- pareto optimal
- portfolio selection
- multi objective optimization problems
- linear programming
- pareto optimal set