Multi-objective portfolio optimization considering the dependence structure of asset returns
Sadra Babaei; Mohammad Mehdi Sepehri; Edris Babaei
| Year of publication: |
2015
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|---|---|
| Authors: | Babaei, Sadra ; Sepehri, Mohammad Mehdi ; Babaei, Edris |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 244.2015, 2 (16.7.), p. 525-539
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| Subject: | Metaheuristics | Portfolio optimization | Stable distribution | Copula function | Multi-objective particle swarm optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Evolutionärer Algorithmus | Evolutionary algorithm | Heuristik | Heuristics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010531892