Constrained portfolio asset selection using multiobjective bacteria foraging optimization
Year of publication: |
2014
|
---|---|
Authors: | Mishra, Sudhansu Kumar ; Panda, Ganapati ; Majhi, Ritanjali |
Published in: |
Operational research : an international journal. - Berlin : Springer, ISSN 1866-1505, ZDB-ID 2425760-6. - Vol. 14.2014, 1, p. 113-145
|
Subject: | Portfolio asset selection | Multiobjective optimization | Pareto front | Non-dominated sorting | Bacterial foraging | Cardinality constraint | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | 10.1007/s12351-013-0138-1 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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