Multi-period portfolio optimization : a parallel NSGA-III algorithm with real-world constraints
Yihe Qian, Jinpeng Wang
Year of publication: |
2024
|
---|---|
Authors: | Qian, Yihe ; Wang, Jinpeng |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104868, p. 1-8
|
Subject: | Genetic algorithm | Portfolio optimization | Risk management | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Risikomanagement | Evolutionärer Algorithmus | Evolutionary algorithm |
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