Examining the effect of different configuration issues of the multiobjective evolutionary algorithms on the efficient frontier formulation for the constrained portfolio optimization problem
Konstantinos Liagkouras & Konstantinos Metaxiotis
| Year of publication: |
2018
|
|---|---|
| Authors: | Liagkouras, Konstantinos ; Metaxiotis, Konstantinos |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 3, p. 416-438
|
| Subject: | Two-dimensional bin packing | triple-block patterns | cutting stock | Portfolio-Management | Portfolio selection | Theorie | Theory | Evolutionärer Algorithmus | Evolutionary algorithm | Mathematische Optimierung | Mathematical programming | Packproblem | Packing problem | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/jors.2016.38 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012225118