Multiobjective Evolutionary Algorithms for Portfolio Management: A comprehensive literature review.
Konstantinos MetaxiotisKonstantinos LiagkourasPublished in: Expert Syst. Appl. (2012)
Keyphrases
- literature review
- portfolio management
- multiobjective evolutionary algorithms
- multi objective
- multiobjective evolutionary algorithm
- optimization problems
- multiobjective optimization
- evolutionary algorithm
- portfolio selection
- portfolio optimization
- case study
- financial data
- transaction costs
- nsga ii
- decision making
- multiple objectives
- min max
- factor analysis
- real world
- optimization methods
- differential evolution
- optimization algorithm
- linear programming
- objective function
- genetic algorithm