Pruning pareto optimal solutions for multi-objective portfolio asset management
Sanyapong Petchrompo, Anupong Wannakrairot, Ajith Kumar Parlikad
| Year of publication: |
2022
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|---|---|
| Authors: | Petchrompo, Sanyapong ; Wannakrairot, Anupong ; Parlikad, Ajith Kumar |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 297.2022, 1 (16.2.), p. 203-220
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| Subject: | Multiple criteria analysis | Multiple objective programming | Pareto pruning | Data clustering | Asset management | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Vermögensverwaltung | Pareto-Optimum | Pareto efficiency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.04.053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013259256