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  • Search: subject:"NSGA-III algorithm"
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Algorithm 1 Algorithmus 1 Evolutionary algorithm 1 Evolutionärer Algorithmus 1 Mathematical programming 1 Mathematische Optimierung 1 Multi-criteria analysis 1 Multikriterielle Entscheidungsanalyse 1 NSGA-III algorithm 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 higher-order moments 1 multi-objective optimization 1 portfolio management 1 risk-return trade-off 1
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CC license 1 Free 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Mba, Jules Clement 1 Mbucici, Leon Mishindo 1 Muteba Mwamba, John 1
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International Journal of Financial Studies : open access journal 1
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ECONIS (ZBW) 1
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Multi-objective portfolio optimization : an application of the Non-dominated Sorting Genetic Algorithm III
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...
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