Handling the complexities of the multi-constrained portfolio optimization problem with the support of a novel MOEA
K. Liagkouras & K. Metaxiotis
| Year of publication: |
2018
|
|---|---|
| Authors: | Liagkouras, K. ; Metaxiotis, K. |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 10, p. 1609-1627
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| Subject: | Multiobjective optimization | evolutionary algorithms | representation scheme | portfolio optimization | cardinality | class constraint | round-lots | pre-assignment constraint | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Evolutionärer Algorithmus | Evolutionary algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41274-017-0209-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012229180