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A multi-objective evolutionary algorithm for a class of mean-variance portfolio selection problems.
Yuri Laio T. V. Silva
Ana Beatriz Herthel
Anand Subramanian
Published in:
Expert Syst. Appl. (2019)
Keyphrases
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portfolio selection
robust optimization
portfolio optimization
multistage stochastic
problems involving
portfolio management
optimization problems
long term
multi objective
multistage
text documents
multiple objectives
semidefinite programming