Muteba Mwamba, John; Mbucici, Leon Mishindo; Mba, Jules … - In: International Journal of Financial Studies : open … 13 (2025) 1, pp. 1-18
This study evaluates the effectiveness of the Non-dominated Sorting Genetic Algorithm III (NSGA-III) in comparison to the traditional Mean-Variance optimization method for financial portfolio management. Leveraging a dataset of global financial assets, we applied both approaches to optimize...