An analysis of the Hypervolume Sharpe-Ratio Indicator
Andreia P. Guerreiro, Carlos M. Fonseca
| Year of publication: |
2020
|
|---|---|
| Authors: | Guerreiro, Andreia P. ; Fonseca, Carlos M. da |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 283.2020, 2 (1.6.), p. 614-629
|
| Subject: | Evolutionary algorithms | Multiobjective optimization | Multiple criteria analysis | Portfolio selection | Quality indicator | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Portfolio-Management | Mathematische Optimierung | Mathematical programming | Evolutionärer Algorithmus | Evolutionary algorithm | Wirtschaftsindikator | Economic indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.11.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012294867