Multi-Objective Stochastic Optimal Asset Allocation for DC Pension under Unpredictable Non-Market Disturbances.
Weixiang XuJinggui GaoWeihai ZhangPublished in: ICITEE (2019)
Keyphrases
- multi objective
- asset allocation
- optimal portfolio
- portfolio selection
- portfolio management
- pareto optimal
- evolutionary algorithm
- multiple objectives
- optimization algorithm
- dynamic programming
- multi objective optimization
- nsga ii
- expected utility
- optimal solution
- stock market
- particle swarm optimization
- power system