Equity portfolio construction and selection using multiobjective mathematical programming.
Panagiotis XidonasGeorge MavrotasJohn E. PsarrasPublished in: J. Glob. Optim. (2010)
Keyphrases
- mathematical programming
- multi objective
- linear programming
- multiobjective optimization
- evolutionary algorithm
- combinatorial optimization
- multiple criteria
- queueing theory
- optimization algorithm
- goal programming
- efficient frontier
- multi objective optimization
- multiple objectives
- mixed integer linear
- mixed integer linear programming
- optimization approaches
- genetic algorithm
- vehicle routing problem
- pareto optimal
- particle swarm optimization
- stationary points
- objective function
- bi objective
- simulated annealing
- cost function
- search algorithm
- multi objective evolutionary algorithms
- conflicting objectives