Multiobjective portfolio optimization: bridging mathematical theory with asset management practice.
Panagiotis XidonasChristis HassapisGeorge MavrotasChristos StaikourasConstantin ZopounidisPublished in: Ann. Oper. Res. (2018)
Keyphrases
- mathematical theory
- portfolio optimization
- multi objective
- bi objective
- asset management
- multiple objectives
- multi objective optimization
- evolutionary algorithm
- optimization algorithm
- portfolio selection
- problems involving
- particle swarm optimization
- stock market
- risk management
- efficient solutions
- general theory
- robust optimization
- optimization methods
- nsga ii
- factor analysis
- uncertain information
- stock exchange
- pareto optimal
- mathematical models
- objective function
- image processing
- genetic algorithm
- stock price
- management system
- neural network
- ant colony optimization
- decision support system
- data analysis