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A multiobjective interval portfolio framework for supporting investor's preferences under different risk assumptions.
Carla Oliveira Henriques
Maria Elisabete Duarte Neves
Published in:
J. Oper. Res. Soc. (2019)
Keyphrases
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multi objective
decision making
optimization algorithm
neural network
trade off
evolutionary algorithm
main contribution
theoretical framework
multiple objectives
portfolio selection
efficient frontier
portfolio theory