García, Fernando; González-Bueno, Jairo; Oliver, Javier; … - In: Journal of Business Economics and Management (JBEM) 20 (2019) 2, pp. 225-243
Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a portfolio analysing the trade-off between return and risk. Nevertheless, this...
