Multi-Objective Portfolio Optimization Towards Sustainable Investments.
Yong ZhengKumar Neelotpal ShuklaJasmine XuDavid Xuejun WangMichael O'LearyPublished in: COMPASS (2023)
Keyphrases
- portfolio optimization
- multi objective
- bi objective
- investment decisions
- multiple objectives
- evolutionary algorithm
- multi objective optimization
- portfolio selection
- portfolio management
- optimization algorithm
- genetic algorithm
- nsga ii
- objective function
- robust optimization
- factor analysis
- problems involving
- particle swarm optimization
- optimization methods
- pareto optimal
- stock market
- stock price
- risk management
- efficient solutions
- stock exchange
- management system
- simulated annealing
- differential evolution
- software engineering
- neural network