Mamanis, Georgios; Anagnostopoulos, Konstantinos P. - In: International Journal of Financial Markets and Derivatives 2 (2011) 1/2, pp. 50-67
-based multiobjective optimisation algorithm. We consider practical and widely used constraints in portfolio modelling, i.e., the …, namely SPEA2, shows that the simulated annealing-based multiobjective optimisation technique achieves almost as good …