Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
J. Branke; B. Scheckenbach; M. Stein; K. Deb; H. Schmeck
| Year of publication: |
2009
|
|---|---|
| Authors: | Branke, Jürgen ; Scheckenbach, B. ; Stein, Michael ; Deb, K. ; Schmeck, H. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 199.2009, 3 (16.12.), p. 684-693
|
| Subject: | Portfolio-Management | Portfolio selection | Evolutionärer Algorithmus | Evolutionary algorithm | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| 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/10003900045