Compact Securities Markets for Pareto Optimal Reallocation of Risk
David M. PennockMichael P. WellmanPublished in: CoRR (2013)
Keyphrases
- pareto optimal
- expected utility
- multi objective
- financial markets
- portfolio management
- multiple objectives
- trading strategies
- multi objective optimization
- risk management
- pareto optimal set
- nash equilibrium
- nsga ii
- stock market
- pareto optimality
- sharpe ratio
- multi issue negotiation
- social welfare
- pareto optimal solutions
- investment strategies
- optimal solution
- genetic algorithm
- financial data
- optimization algorithm
- portfolio optimization
- knapsack problem
- multiobjective optimization
- evolutionary algorithm
- objective function
- decision making