Analyzing the performance of a two-tail-measures-utility multi-objective portfolio optimization model
Georgios Mamanis
| Year of publication: |
2021
|
|---|---|
| Authors: | Mamanis, Georgios |
| Published in: |
Operations research forum. - Cham : Springer International Publishing, ISSN 2662-2556, ZDB-ID 2978290-9. - Vol. 2.2021, 4, Art.-No. 58, p. 1-18
|
| Subject: | Portfolio optimization | Portfolio selection | Multi-objective evolutionary algorithms | Multi-objective optimization | Utility functions | Portfolio-Management | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Evolutionärer Algorithmus | Evolutionary algorithm | Nutzenfunktion | Utility function |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s43069-021-00106-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012663076