Similar Search Results

A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts

Marohn, Marcel; Auer, Benjamin R. - In: European journal of operational research : EJOR 316 (2024) 2, pp. 792-797

Persistent link: https://www.econbiz.de/10014575842

Portfolio optimization with tri-objective for index fund management

Chen, Yao-Tsung; Sheng, Yang - In: Algorithmic finance 9 (2022) 3/4, pp. 121-127

Persistent link: https://www.econbiz.de/10013459977

Portfolio selection : should investors include crypto-assets?: a multiobjective approach

Youssef, Meriem; Ben Naoua, Bouthaina; Ben Abdelaziz, Fouad - In: International transactions in operational research : a … 30 (2023) 5, pp. 2620-2639

Persistent link: https://www.econbiz.de/10014261172

Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm

Drenovak, Mikica; Rankovic, Vladimir; Urošević, Branko; … - 2021

We develop a novel Mean-Max Drawdown portfolio optimization approach using buy-and-hold portfolios. The optimization is performed utilizing a multi-objective evolutionary algorithm on a sample of S&P 100 constituents. Our optimization procedure provides portfolios with better Mean-Max Drawdown...

Persistent link: https://www.econbiz.de/10013215136

Triple-objective models for portfolio optimisation with symmetric and percentile risk measures

Sawik, Bartosz - In: International journal of logistics systems and management 25 (2016) 1, pp. 96-107

Persistent link: https://www.econbiz.de/10011647331

Handling the complexities of the multi-constrained portfolio optimization problem with the support of a novel MOEA

Liagkouras, K.; Metaxiotis, K. - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1609-1627

Persistent link: https://www.econbiz.de/10012229180

Parametrically computing efficient frontiers of portfolio selection and reporting and utilizing the piecewise-segment structure

Qi, Yue - In: Journal of the Operational Research Society 71 (2020) 10, pp. 1675-1690

Persistent link: https://www.econbiz.de/10012314374

On the increasing importance of multiple criteria decision aid methods for portfolio selection

Aouni, Belaïd; Doumpos, Michalis; Pérez-Gladish, Blanca; … - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1525-1542

Persistent link: https://www.econbiz.de/10012228234

Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory

Vuković, Marija; Pivac, Snježana; Babić, Zoran - In: Croatian review of economic, business and social … 6 (2020) 2, pp. 58-68

stock to invest in, with the stock selection using modern portfolio theory (MPT). When selecting stocks, it is very …

Persistent link: https://www.econbiz.de/10012417628

Ranking joint stock companies : an analysis of different multi criteria methods

Tamm, Sabrina - 1997

Persistent link: https://www.econbiz.de/10000980431