Optimum portfolio selection using a hybrid genetic algorithm and analytic hierarchy process

Maghsoud Solimanpur; Gholamreza Mansourfar and Farzad Ghayour

Year of publication:	2015
Authors:	Solimanpur, Maghsoud ; Mansourfar, Gholamreza ; Ghayour, Farzad
Published in:	Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 32.2015, 3, p. 379-394
Subject:	Genetic algorithm \| Analytic hierarchy process \| Portfolio selection \| Portfolio-Management \| AHP-Verfahren \| AHP approach \| Evolutionärer Algorithmus \| Evolutionary algorithm \| Mathematische Optimierung \| Mathematical programming \| Multikriterielle Entscheidungsanalyse \| Multi-criteria analysis \| Operations Research \| Operations research

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